+133.7%
AMT vs DG
+119.6%
+14.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | +1.6% | +5.2% | -3.6% | +0.5% |
| 30D | +4.5% | +7.9% | -3.5% | +2.6% |
| 3M | +13.8% | +12.7% | +1.1% | +10.7% |
| 6M | +10.0% | +22.4% | -12.4% | +4.8% |
| YTD | +11.8% | +5.4% | +6.3% | +9.6% |
| 1Y | +10.2% | +39.4% | -29.2% | +1.3% |
| 3Y | +15.1% | +24.1% | -9.0% | +3.9% |
| 5Y | -18.8% | -32.2% | +13.3% | -15.2% |
| 10Y | +133.7% | +111.8% | +21.9% | +101.1% |
| All | +133.7% | +119.6% | +14.1% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling