+140.1%
AMT vs DE
+768.7%
-628.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.1% |
| 7D | -2.2% | +2.3% | -4.5% | -2.6% |
| 30D | +5.8% | +4.4% | +1.3% | +4.9% |
| 3M | +12.6% | +9.8% | +2.8% | +10.2% |
| 6M | +8.3% | +15.8% | -7.5% | +4.4% |
| YTD | +11.4% | +47.0% | -35.5% | +1.7% |
| 1Y | +7.7% | +42.8% | -35.1% | -1.1% |
| 3Y | +14.8% | +88.9% | -74.1% | -2.2% |
| 5Y | -18.0% | +101.9% | -119.8% | -32.4% |
| All | +140.1% | +768.7% | -628.6% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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