-32.3%
AMT vs DE
+95.7%
-128.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +0.2% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | +1.8% | +9.6% | -7.8% | +0.4% |
| 3M | -6.2% | +19.0% | -25.2% | -9.0% |
| 6M | -5.0% | +16.1% | -21.1% | -7.6% |
| YTD | +2.1% | +47.0% | -45.0% | -4.9% |
| 1Y | -5.7% | +43.1% | -48.9% | -11.8% |
| 3Y | +7.9% | +77.5% | -69.6% | -4.0% |
| 5Y | -32.3% | +96.4% | -128.7% | -41.8% |
| All | -32.3% | +95.7% | -128.0% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling