-5.7%
AMT vs DLR
+20.4%
-26.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.2% | +3.4% | -3.6% | -0.8% |
| 30D | +1.8% | -2.2% | +4.1% | +2.3% |
| 3M | -6.2% | +4.7% | -10.9% | -7.6% |
| 6M | -5.0% | +9.0% | -14.0% | -7.0% |
| YTD | +2.1% | +24.1% | -22.1% | -1.9% |
| 1Y | -5.7% | +20.9% | -26.7% | -7.6% |
| All | -5.7% | +20.4% | -26.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling