+112.7%
AMT vs DRI
+367.2%
-254.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | +0.5% | +2.8% | -2.3% | +0.1% |
| 30D | +13.6% | +13.3% | +0.4% | +11.2% |
| 3M | +11.5% | +8.2% | +3.3% | +9.8% |
| 6M | +6.9% | +17.5% | -10.6% | +3.7% |
| YTD | +10.8% | +26.9% | -16.1% | +5.8% |
| 1Y | +10.3% | +31.6% | -21.2% | +4.6% |
| 3Y | +12.4% | +67.0% | -54.5% | +1.0% |
| 5Y | -20.1% | +72.9% | -93.0% | -29.3% |
| All | +112.7% | +367.2% | -254.5% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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