+124.5%
AMT vs DRI
+370.8%
-246.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.4% | +3.1% | -2.7% | -0.2% |
| 30D | +3.7% | +16.2% | -12.5% | +1.0% |
| 3M | +10.7% | +8.4% | +2.4% | +9.0% |
| 6M | +9.3% | +19.0% | -9.7% | +5.6% |
| YTD | +10.9% | +28.8% | -17.9% | +5.6% |
| 1Y | +10.5% | +33.1% | -22.6% | +4.5% |
| 3Y | +15.5% | +70.8% | -55.2% | +3.2% |
| 5Y | -20.6% | +74.2% | -94.8% | -29.9% |
| 10Y | +124.5% | +345.5% | -221.0% | +83.8% |
| All | +124.5% | +370.8% | -246.2% | +83.8% |
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