+95.0%
AMT vs DLR
+163.6%
-68.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -0.2% | +3.4% | -3.6% | -1.8% |
| 30D | +1.8% | -2.2% | +4.1% | +2.9% |
| 3M | -6.2% | +4.7% | -10.9% | -9.4% |
| 6M | -5.0% | +9.0% | -14.0% | -10.3% |
| YTD | +2.1% | +24.1% | -22.1% | -10.2% |
| 1Y | -5.7% | +20.9% | -26.7% | -16.5% |
| 3Y | +7.9% | +60.0% | -52.1% | -22.2% |
| 5Y | -32.3% | +35.3% | -67.6% | -47.3% |
| 10Y | +95.0% | +165.8% | -70.7% | +6.1% |
| All | +95.0% | +163.6% | -68.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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