-17.9%
AMT vs D
+13.0%
-30.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -2.4% | -2.4% | +0.1% | -1.0% |
| 30D | +4.2% | +9.0% | -4.8% | -0.8% |
| 3M | +13.4% | +1.0% | +12.5% | +12.7% |
| 6M | +9.4% | +11.0% | -1.6% | +2.7% |
| YTD | +11.7% | +19.8% | -8.1% | +0.1% |
| 1Y | +7.1% | +16.0% | -8.8% | -2.3% |
| 3Y | +15.1% | +74.4% | -59.3% | -18.9% |
| 5Y | -17.9% | +13.5% | -31.4% | -19.0% |
| All | -17.9% | +13.0% | -30.8% | -19.0% |
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