+1,454.7%
AMT vs DE
+4,056.5%
-2,601.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.2% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +6.8% | +3.6% | +3.3% | +5.6% |
| 3M | +11.2% | +10.2% | +1.0% | +7.0% |
| 6M | +12.5% | +16.6% | -4.1% | +5.4% |
| YTD | +12.5% | +45.8% | -33.3% | -2.9% |
| 1Y | +10.1% | +43.9% | -33.8% | -4.7% |
| 3Y | +16.0% | +89.6% | -73.6% | -10.7% |
| 5Y | -17.2% | +100.3% | -117.5% | -39.5% |
| 10Y | +135.2% | +760.8% | -625.5% | -7.7% |
| All | +1,454.7% | +4,056.5% | -2,601.8% | +214.1% |
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