+1,311.4%
AMT vs D
+1,009.1%
+302.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.8% |
| 7D | -0.2% | +1.5% | -1.7% | -1.0% |
| 30D | +4.6% | -2.6% | +7.2% | +6.1% |
| 3M | -8.4% | 0.0% | -8.5% | -8.5% |
| 6M | -6.0% | +7.4% | -13.4% | -10.1% |
| YTD | +2.1% | +15.9% | -13.7% | -6.4% |
| 1Y | -6.4% | +18.1% | -24.5% | -15.3% |
| 3Y | +8.1% | +58.4% | -50.3% | -18.3% |
| 5Y | -31.9% | +5.2% | -37.1% | -35.8% |
| 10Y | +97.1% | +35.9% | +61.3% | +59.2% |
| All | +1,311.4% | +1,009.1% | +302.2% | +402.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling