+94.2%
AMT vs D
+34.8%
+59.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.8% |
| 7D | -0.2% | +1.5% | -1.7% | -1.1% |
| 30D | +4.6% | -2.6% | +7.2% | +6.2% |
| 3M | -8.4% | 0.0% | -8.5% | -8.6% |
| 6M | -6.0% | +7.4% | -13.4% | -10.5% |
| YTD | +2.1% | +15.9% | -13.7% | -7.2% |
| 1Y | -6.4% | +18.1% | -24.5% | -16.3% |
| 3Y | +8.1% | +58.4% | -50.3% | -21.2% |
| 5Y | -31.9% | +5.2% | -37.1% | -35.8% |
| All | +94.2% | +34.8% | +59.3% | +53.6% |
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