+1,431.6%
AMT vs D
+1,055.6%
+376.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.9% |
| 7D | +0.5% | +3.0% | -2.4% | -1.1% |
| 30D | +13.6% | +11.5% | +2.1% | +6.9% |
| 3M | +11.5% | +3.7% | +7.7% | +9.1% |
| 6M | +6.9% | +13.5% | -6.6% | -0.8% |
| YTD | +10.8% | +20.7% | -9.9% | -0.8% |
| 1Y | +10.3% | +18.2% | -7.9% | -0.3% |
| 3Y | +12.4% | +73.3% | -60.9% | -19.0% |
| 5Y | -20.1% | +12.3% | -32.3% | -27.2% |
| 10Y | +116.8% | +43.4% | +73.4% | +69.8% |
| All | +1,431.6% | +1,055.6% | +376.0% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling