+1,311.4%
AMT vs DAR
+702.3%
+609.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | +4.6% | +12.8% | -8.2% | +3.9% |
| 3M | -8.4% | +7.4% | -15.8% | -8.9% |
| 6M | -6.0% | +22.3% | -28.3% | -7.2% |
| YTD | +2.1% | +81.1% | -79.0% | -1.3% |
| 1Y | -6.4% | +106.5% | -112.9% | -10.2% |
| 3Y | +8.1% | +5.3% | +2.8% | +6.5% |
| 5Y | -31.9% | -11.5% | -20.4% | -32.7% |
| 10Y | +97.1% | +353.3% | -256.2% | +77.9% |
| All | +1,311.4% | +702.3% | +609.0% | +1,987.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling