+1,443.4%
AMT vs DE
+4,168.9%
-2,725.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -2.4% | +2.3% | -4.6% | -3.1% |
| 30D | +4.2% | +9.3% | -5.1% | +1.2% |
| 3M | +13.4% | +12.2% | +1.2% | +8.5% |
| 6M | +9.4% | +18.1% | -8.7% | +2.2% |
| YTD | +11.7% | +49.8% | -38.1% | -4.4% |
| 1Y | +7.1% | +46.4% | -39.2% | -7.8% |
| 3Y | +15.1% | +92.5% | -77.5% | -11.8% |
| 5Y | -17.9% | +107.4% | -125.3% | -40.7% |
| 10Y | +133.5% | +784.1% | -650.5% | -9.2% |
| All | +1,443.4% | +4,168.9% | -2,725.5% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling