+124.5%
AMT vs D
+42.1%
+82.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +0.4% | +0.8% | -0.4% | -0.1% |
| 30D | +3.7% | +10.7% | -7.0% | -2.5% |
| 3M | +10.7% | +2.3% | +8.4% | +9.1% |
| 6M | +9.3% | +12.5% | -3.2% | +1.2% |
| YTD | +10.9% | +20.1% | -9.1% | -1.4% |
| 1Y | +10.5% | +15.6% | -5.0% | +0.3% |
| 3Y | +15.5% | +75.2% | -59.6% | -20.4% |
| 5Y | -20.6% | +14.6% | -35.2% | -28.8% |
| 10Y | +124.5% | +43.8% | +80.8% | +71.9% |
| All | +124.5% | +42.1% | +82.4% | +71.9% |
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