+105.4%
AMT vs DD
+64.9%
+40.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.4% |
| 7D | +1.5% | -3.8% | +5.2% | +2.2% |
| 30D | +3.7% | -9.2% | +13.0% | +5.7% |
| 3M | -7.2% | -9.0% | +1.8% | -5.7% |
| 6M | -4.2% | -5.0% | +0.8% | -3.9% |
| YTD | +1.9% | +7.4% | -5.5% | -0.8% |
| 1Y | -6.4% | +35.1% | -41.5% | -13.7% |
| 3Y | +7.7% | +43.2% | -35.5% | -4.1% |
| 5Y | -30.9% | +59.6% | -90.5% | -41.0% |
| 10Y | +105.4% | +66.5% | +38.9% | +51.0% |
| All | +105.4% | +64.9% | +40.4% | +51.0% |
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