+1,449.8%
AMT vs DLR
+3,457.3%
-2,007.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -1.3% |
| 7D | +0.4% | +2.4% | -2.0% | -0.7% |
| 30D | +3.7% | +0.7% | +3.0% | +3.1% |
| 3M | +10.7% | -6.4% | +17.2% | +13.4% |
| 6M | +9.3% | -6.5% | +15.8% | +11.1% |
| YTD | +10.9% | +18.8% | -7.8% | +1.4% |
| 1Y | +10.5% | +9.0% | +1.5% | +4.7% |
| 3Y | +15.5% | +54.5% | -38.9% | -9.2% |
| 5Y | -20.6% | +35.8% | -56.4% | -34.9% |
| 10Y | +124.5% | +177.5% | -52.9% | +36.0% |
| All | +1,449.8% | +3,457.3% | -2,007.4% | +303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling