+100.6%
AMT vs RSG
+425.0%
-324.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | -2.7% | -1.8% | -0.9% | -1.6% |
| 30D | +2.0% | +2.8% | -0.8% | +0.3% |
| 3M | -9.3% | +4.3% | -13.6% | -11.8% |
| 6M | -5.2% | -0.5% | -4.7% | -5.3% |
| YTD | +0.5% | +5.2% | -4.8% | -3.4% |
| 1Y | -7.3% | -2.1% | -5.1% | -6.7% |
| 3Y | +6.2% | +56.5% | -50.3% | -23.4% |
| 5Y | -31.2% | +89.5% | -120.7% | -57.1% |
| All | +100.6% | +425.0% | -324.4% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling