+8.1%
AMT vs RVMD
+549.6%
-541.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.5% | -0.7% | +2.2% | +1.5% |
| 30D | +3.7% | +0.3% | +3.4% | +3.7% |
| 3M | -7.2% | +38.9% | -46.1% | -8.0% |
| 6M | -4.2% | +108.1% | -112.3% | -6.5% |
| YTD | +1.9% | +160.7% | -158.9% | -1.5% |
| 1Y | -6.4% | +407.3% | -413.6% | -12.6% |
| All | +8.1% | +549.6% | -541.5% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling