+1,310.4%
AMT vs DGX
+8,614.7%
-7,304.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +1.8% | -1.2% | +3.0% | +2.2% |
| 3M | -6.2% | +19.9% | -26.1% | -12.0% |
| 6M | -5.0% | +19.2% | -24.2% | -10.9% |
| YTD | +2.1% | +37.5% | -35.4% | -8.8% |
| 1Y | -5.7% | +31.3% | -37.0% | -14.6% |
| 3Y | +7.9% | +96.6% | -88.7% | -15.0% |
| 5Y | -32.3% | +64.3% | -96.6% | -43.9% |
| 10Y | +95.0% | +241.1% | -146.1% | +23.4% |
| All | +1,310.4% | +8,614.7% | -7,304.3% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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