+142.4%
AMT vs D
+48.0%
+94.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +1.5% | -1.4% | +2.9% | +2.4% |
| 30D | +6.8% | +7.7% | -0.9% | +2.1% |
| 3M | +11.2% | -0.3% | +11.5% | +11.2% |
| 6M | +12.5% | +10.1% | +2.4% | +5.6% |
| YTD | +12.5% | +19.1% | -6.6% | +0.5% |
| 1Y | +10.1% | +15.9% | -5.8% | -0.2% |
| 3Y | +16.0% | +75.0% | -59.0% | -19.9% |
| 5Y | -17.2% | +13.4% | -30.5% | -25.2% |
| All | +142.4% | +48.0% | +94.4% | +81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling