+893.3%
AMT vs RSG
+2,015.2%
-1,121.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | +4.6% | +7.6% | -2.9% | +2.2% |
| 3M | -8.4% | +7.4% | -15.9% | -10.6% |
| 6M | -6.0% | -3.3% | -2.8% | -5.1% |
| YTD | +2.1% | +6.0% | -3.9% | 0.0% |
| 1Y | -6.4% | -3.7% | -2.7% | -5.5% |
| 3Y | +8.1% | +59.1% | -51.0% | -7.7% |
| 5Y | -31.9% | +89.0% | -121.0% | -44.9% |
| 10Y | +97.1% | +412.5% | -315.4% | +20.0% |
| All | +893.3% | +2,015.2% | -1,121.9% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling