+12.4%
AMT vs RVTY
+78.0%
-65.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -3.0% |
| 7D | +0.5% | -1.2% | +1.7% | +0.6% |
| 30D | +13.6% | +1.0% | +12.6% | +13.3% |
| 3M | +11.5% | +35.8% | -24.4% | +7.4% |
| 6M | +6.9% | +56.7% | -49.8% | +0.9% |
| YTD | +10.8% | +60.7% | -49.9% | +3.6% |
| 1Y | +10.3% | +73.7% | -63.4% | +1.8% |
| 3Y | +12.4% | +82.8% | -70.3% | -4.0% |
| All | +12.4% | +78.0% | -65.5% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling