+1,326.5%
AMT vs DLR
+3,595.7%
-2,269.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.2% | +1.6% | -1.8% | -0.9% |
| 30D | +4.6% | -3.4% | +8.0% | +6.0% |
| 3M | -8.4% | +0.5% | -8.9% | -9.4% |
| 6M | -6.0% | +4.6% | -10.6% | -8.7% |
| YTD | +2.1% | +23.4% | -21.3% | -7.8% |
| 1Y | -6.4% | +19.0% | -25.4% | -14.6% |
| 3Y | +8.1% | +56.5% | -48.5% | -15.1% |
| 5Y | -31.9% | +33.3% | -65.3% | -43.5% |
| 10Y | +97.1% | +165.1% | -68.0% | +21.8% |
| All | +1,326.5% | +3,595.7% | -2,269.1% | +266.4% |
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