+1,311.4%
AMT vs RVTY
+1,180.9%
+130.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.2% | +1.1% | -1.3% | -0.7% |
| 30D | +4.6% | +13.2% | -8.6% | -0.1% |
| 3M | -8.4% | +27.2% | -35.7% | -16.9% |
| 6M | -6.0% | +32.4% | -38.4% | -16.7% |
| YTD | +2.1% | +34.9% | -32.7% | -10.7% |
| 1Y | -6.4% | +52.4% | -58.7% | -22.3% |
| 3Y | +8.1% | +12.3% | -4.2% | -4.2% |
| 5Y | -31.9% | -30.8% | -1.1% | -29.0% |
| 10Y | +97.1% | +150.7% | -53.6% | +18.4% |
| All | +1,311.4% | +1,180.9% | +130.4% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling