-48.4%
RBLX vs AMT
-32.2%
-16.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +8.0% | +1.5% | +6.6% | +7.4% |
| 30D | +20.2% | +3.7% | +16.4% | +18.6% |
| 3M | +3.5% | -7.2% | +10.7% | +6.0% |
| 6M | -28.9% | -4.2% | -24.8% | -28.4% |
| YTD | -45.1% | +1.9% | -46.9% | -46.3% |
| 1Y | -66.2% | -6.4% | -59.9% | -65.9% |
| 3Y | +53.5% | +7.7% | +45.7% | +31.4% |
| 5Y | -48.4% | -30.9% | -17.5% | -38.4% |
| All | -48.4% | -32.2% | -16.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 5y: compounded portfolio wealth divided by compounded AMT 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…
5y analysis · Full analysis span regression · 6 months rolling