+10.3%
AMT vs D
+19.8%
-9.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.0% |
| 7D | +0.5% | +3.0% | -2.4% | -0.7% |
| 30D | +13.6% | +11.5% | +2.1% | +8.4% |
| 3M | +11.5% | +3.7% | +7.7% | +9.5% |
| 6M | +6.9% | +13.5% | -6.6% | +1.1% |
| YTD | +10.8% | +20.7% | -9.9% | +2.4% |
| 1Y | +10.3% | +18.2% | -7.9% | +2.3% |
| All | +10.3% | +19.8% | -9.5% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling