+15.2%
AMT vs DE
+93.1%
-77.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -2.4% | +2.3% | -4.6% | -2.6% |
| 30D | +4.2% | +9.3% | -5.1% | +3.5% |
| 3M | +13.4% | +12.2% | +1.2% | +12.0% |
| 6M | +9.4% | +18.1% | -8.7% | +7.1% |
| YTD | +11.7% | +49.8% | -38.1% | +5.2% |
| 1Y | +7.1% | +46.4% | -39.2% | +1.2% |
| All | +15.2% | +93.1% | -77.9% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling