+1,311.4%
AMT vs DD
+488.0%
+823.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -0.2% | -3.5% | +3.3% | +0.9% |
| 30D | +4.6% | -10.3% | +14.9% | +8.1% |
| 3M | -8.4% | -7.5% | -0.9% | -6.6% |
| 6M | -6.0% | -8.0% | +2.0% | -4.7% |
| YTD | +2.1% | +10.5% | -8.3% | -2.6% |
| 1Y | -6.4% | +38.3% | -44.7% | -17.3% |
| 3Y | +8.1% | +42.5% | -34.4% | -8.3% |
| 5Y | -31.9% | +60.2% | -92.1% | -45.5% |
| 10Y | +97.1% | +68.9% | +28.3% | +40.5% |
| All | +1,311.4% | +488.0% | +823.4% | +424.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling