-19.0%
AMT vs RVMD
+620.8%
-639.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -2.7% | -3.6% | +0.9% | -2.4% |
| 30D | +2.0% | -1.1% | +3.1% | +2.1% |
| 3M | -9.3% | +41.0% | -50.3% | -11.9% |
| 6M | -5.2% | +105.7% | -110.9% | -11.4% |
| YTD | +0.5% | +155.3% | -154.8% | -8.4% |
| 1Y | -7.3% | +402.7% | -410.0% | -20.7% |
| 3Y | +6.2% | +533.1% | -526.9% | -14.4% |
| 5Y | -31.2% | +583.5% | -614.7% | -47.4% |
| All | -19.0% | +620.8% | -639.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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