+95.0%
AMT vs RVTY
+140.1%
-45.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.6% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +1.8% | +10.8% | -9.0% | -1.0% |
| 3M | -6.2% | +26.8% | -33.0% | -12.5% |
| 6M | -5.0% | +39.3% | -44.3% | -14.2% |
| YTD | +2.1% | +31.6% | -29.6% | -6.9% |
| 1Y | -5.7% | +47.7% | -53.4% | -17.4% |
| 3Y | +7.9% | +19.9% | -12.0% | -3.0% |
| 5Y | -32.3% | -32.3% | 0.0% | -27.7% |
| 10Y | +95.0% | +138.4% | -43.4% | +35.7% |
| All | +95.0% | +140.1% | -45.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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