+9.4%
AMT vs DAR
+60.0%
-50.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | +0.3% |
| 7D | +0.4% | -2.8% | +3.1% | +0.2% |
| 30D | +3.7% | -12.8% | +16.5% | +3.1% |
| 3M | +10.7% | -11.6% | +22.3% | +9.7% |
| 6M | +9.3% | -16.8% | +26.0% | +8.7% |
| YTD | +10.9% | +45.9% | -35.0% | +1.4% |
| All | +9.4% | +60.0% | -50.6% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling