+516.6%
AMT vs DG
+606.1%
-89.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -0.2% | +8.4% | -8.6% | -1.9% |
| 30D | +4.6% | +4.9% | -0.3% | +3.5% |
| 3M | -8.4% | +29.3% | -37.8% | -13.4% |
| 6M | -6.0% | -11.3% | +5.2% | -4.2% |
| YTD | +2.1% | +1.8% | +0.4% | +1.1% |
| 1Y | -6.4% | +25.3% | -31.7% | -11.8% |
| 3Y | +8.1% | +9.1% | -1.0% | +1.0% |
| 5Y | -31.9% | -34.9% | +3.0% | -29.2% |
| 10Y | +97.1% | +108.2% | -11.0% | +59.2% |
| All | +516.6% | +606.1% | -89.5% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling