+124.5%
AMT vs DAR
+288.2%
-163.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.5% |
| 7D | +0.4% | -2.8% | +3.1% | +0.7% |
| 30D | +3.7% | -12.8% | +16.5% | +5.6% |
| 3M | +10.7% | -11.6% | +22.3% | +12.2% |
| 6M | +9.3% | -16.8% | +26.0% | +11.4% |
| YTD | +10.9% | +45.9% | -35.0% | +3.6% |
| 1Y | +10.5% | +61.5% | -51.0% | +1.6% |
| 3Y | +15.5% | +23.0% | -7.4% | +7.8% |
| 5Y | -20.6% | -35.8% | +15.3% | -18.5% |
| 10Y | +124.5% | +280.4% | -155.8% | +53.0% |
| All | +124.5% | +288.2% | -163.7% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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