+105.4%
AMT vs DG
+102.6%
+2.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.4% |
| 7D | +1.5% | -4.8% | +6.3% | +2.5% |
| 30D | +3.7% | +1.8% | +2.0% | +3.3% |
| 3M | -7.2% | +14.5% | -21.7% | -10.0% |
| 6M | -4.2% | -13.6% | +9.4% | -1.8% |
| YTD | +1.9% | -4.8% | +6.7% | +2.2% |
| 1Y | -6.4% | +21.6% | -27.9% | -11.3% |
| 3Y | +7.7% | +4.5% | +3.3% | +1.3% |
| 5Y | -30.9% | -38.5% | +7.6% | -26.3% |
| 10Y | +105.4% | +102.2% | +3.2% | +84.4% |
| All | +105.4% | +102.6% | +2.8% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling