-25.1%
RCL vs AMT
-7.7%
-17.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | 0.0% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -19.0% | +4.6% | -23.6% | -19.6% |
| 3M | -9.6% | -8.4% | -1.1% | -8.0% |
| 6M | -6.7% | -6.0% | -0.7% | -5.9% |
| YTD | -3.9% | +2.1% | -6.0% | -3.8% |
| 1Y | -25.1% | -6.4% | -18.7% | -22.7% |
| All | -25.1% | -7.7% | -17.4% | -22.7% |
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