+105.7%
AMT vs DG
+108.0%
-2.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.8% |
| 7D | -0.2% | -2.5% | +2.3% | +0.3% |
| 30D | +1.8% | +1.0% | +0.8% | +1.5% |
| 3M | -6.2% | +20.3% | -26.5% | -9.9% |
| 6M | -5.0% | -11.7% | +6.8% | -3.0% |
| YTD | +2.1% | -2.3% | +4.4% | +1.9% |
| 1Y | -5.7% | +20.0% | -25.7% | -10.5% |
| 3Y | +7.9% | +7.2% | +0.7% | +0.9% |
| 5Y | -32.3% | -37.9% | +5.6% | -27.8% |
| All | +105.7% | +108.0% | -2.2% | +83.7% |
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