+10.3%
AMT vs DRI
+30.3%
-20.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.8% |
| 3M | +11.5% | +8.2% | +3.3% | +10.1% |
| 6M | +6.9% | +17.5% | -10.6% | +4.3% |
| YTD | +10.8% | +26.9% | -16.1% | +7.7% |
| 1Y | +10.3% | +31.6% | -21.2% | +6.4% |
| All | +10.3% | +30.3% | -20.0% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling