+1,311.4%
AMT vs DRI
+5,017.8%
-3,706.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | +4.6% | +3.8% | +0.8% | +3.5% |
| 3M | -8.4% | +13.0% | -21.5% | -11.5% |
| 6M | -6.0% | +8.3% | -14.3% | -8.3% |
| YTD | +2.1% | +20.6% | -18.5% | -3.3% |
| 1Y | -6.4% | +6.5% | -12.8% | -8.7% |
| 3Y | +8.1% | +53.7% | -45.7% | -5.8% |
| 5Y | -31.9% | +72.7% | -104.6% | -43.2% |
| 10Y | +97.1% | +363.2% | -266.0% | +11.8% |
| All | +1,311.4% | +5,017.8% | -3,706.4% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling