+12.5%
AMT vs RRX
-16.4%
+28.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +0.7% |
| 7D | +1.5% | +4.3% | -2.8% | +2.0% |
| 30D | +6.8% | +12.3% | -5.5% | +8.5% |
| 3M | +11.2% | +3.7% | +7.6% | +11.8% |
| 6M | +12.5% | -13.9% | +26.4% | +12.4% |
| All | +12.5% | -16.4% | +28.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling