+28.9%
RCL vs AMT
+9.0%
+20.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -1.2% | +1.5% | -2.7% | -1.3% |
| 30D | +17.8% | +6.8% | +11.0% | +17.1% |
| 3M | +4.9% | +11.2% | -6.3% | +3.9% |
| 6M | +23.7% | +12.5% | +11.2% | +21.8% |
| YTD | +17.8% | +12.5% | +5.3% | +19.9% |
| 1Y | +28.9% | +10.1% | +18.8% | +32.6% |
| All | +28.9% | +9.0% | +20.0% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling