-9.9%
AMT vs RVMD
+540.6%
-550.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.4% |
| 7D | -2.4% | -9.5% | +7.1% | -1.8% |
| 30D | +4.2% | -6.8% | +11.0% | +4.6% |
| 3M | +13.4% | -12.1% | +25.5% | +14.2% |
| 6M | +9.4% | +25.4% | -16.0% | +6.9% |
| YTD | +11.7% | +126.9% | -115.2% | +2.5% |
| 1Y | +7.1% | +182.0% | -174.9% | -3.6% |
| 3Y | +15.1% | +816.8% | -801.7% | -10.0% |
| 5Y | -17.9% | +464.0% | -481.9% | -36.4% |
| All | -9.9% | +540.6% | -550.5% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling