+133.7%
AMT vs DD
+100.9%
+32.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | +1.6% | +2.2% | -0.6% | +1.1% |
| 30D | +4.5% | +20.7% | -16.2% | +0.4% |
| 3M | +13.8% | +11.3% | +2.5% | +11.0% |
| 6M | +10.0% | +6.0% | +4.1% | +8.1% |
| YTD | +11.8% | +31.7% | -19.9% | +4.1% |
| 1Y | +10.2% | +32.2% | -22.0% | +2.5% |
| 3Y | +15.1% | +92.7% | -77.5% | -4.1% |
| 5Y | -18.8% | +72.1% | -90.9% | -31.7% |
| 10Y | +133.7% | +99.7% | +34.0% | +68.8% |
| All | +133.7% | +100.9% | +32.8% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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