-7.9%
RGTI vs AMT
-15.7%
+7.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.0% | -7.8% | -6.9% |
| 7D | -18.1% | +1.5% | -19.6% | -18.2% |
| 30D | -17.6% | +6.8% | -24.5% | -18.2% |
| 3M | -48.3% | +11.2% | -59.5% | -48.9% |
| 6M | -47.8% | +12.5% | -60.2% | -48.6% |
| YTD | -56.6% | +12.5% | -69.1% | -57.4% |
| 1Y | -61.8% | +10.1% | -71.9% | -62.4% |
| 3Y | +807.5% | +16.0% | +791.5% | +702.5% |
| All | -7.9% | -15.7% | +7.8% | -13.3% |
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