-32.3%
AMT vs DD
+62.1%
-94.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | -0.2% | -3.5% | +3.3% | +0.5% |
| 30D | +4.6% | -10.3% | +14.9% | +6.8% |
| 3M | -8.4% | -7.5% | -0.9% | -7.3% |
| 6M | -6.0% | -8.0% | +2.0% | -5.1% |
| YTD | +2.1% | +10.5% | -8.3% | -1.4% |
| 1Y | -6.4% | +38.3% | -44.7% | -14.6% |
| 3Y | +8.1% | +42.5% | -34.4% | -4.6% |
| All | -32.3% | +62.1% | -94.3% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling