-37.7%
RBLX vs AMT
+2.4%
-40.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.7% |
| 7D | +12.4% | -0.2% | +12.6% | +12.4% |
| 30D | +19.7% | +4.6% | +15.0% | +17.7% |
| 3M | -0.1% | -8.4% | +8.4% | +2.8% |
| 6M | -35.7% | -6.0% | -29.7% | -34.8% |
| YTD | -46.6% | +2.1% | -48.7% | -47.8% |
| 1Y | -66.6% | -6.4% | -60.3% | -66.3% |
| 3Y | +52.3% | +8.1% | +44.2% | +30.8% |
| 5Y | -47.7% | -31.9% | -15.8% | -39.6% |
| All | -37.7% | +2.4% | -40.1% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling