-31.3%
AMT vs D
+4.5%
-35.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.3% |
| 7D | -0.2% | +0.4% | -0.7% | -0.4% |
| 30D | +4.6% | -3.6% | +8.2% | +6.7% |
| 3M | -8.4% | -1.0% | -7.5% | -8.0% |
| 6M | -6.0% | +6.3% | -12.3% | -9.6% |
| YTD | +2.1% | +14.7% | -12.6% | -6.0% |
| 1Y | -6.4% | +16.9% | -23.3% | -15.1% |
| 3Y | +8.1% | +56.8% | -48.7% | -18.7% |
| All | -31.3% | +4.5% | -35.8% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling