-9.3%
AMT vs RVMD
+510.7%
-520.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | +1.5% | -10.4% | +11.9% | +2.3% |
| 30D | +6.8% | -11.0% | +17.8% | +7.5% |
| 3M | +11.2% | -14.7% | +25.9% | +12.2% |
| 6M | +12.5% | +14.9% | -2.4% | +10.6% |
| YTD | +12.5% | +116.3% | -103.8% | +3.6% |
| 1Y | +10.1% | +167.6% | -157.5% | -0.6% |
| 3Y | +16.0% | +776.8% | -760.8% | -9.0% |
| 5Y | -17.2% | +424.8% | -441.9% | -35.5% |
| All | -9.3% | +510.7% | -520.0% | -37.6% |
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