+1,431.6%
AMT vs DRI
+5,284.7%
-3,853.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | +0.5% | +2.8% | -2.3% | -0.2% |
| 30D | +13.6% | +13.3% | +0.4% | +10.0% |
| 3M | +11.5% | +8.2% | +3.3% | +8.9% |
| 6M | +6.9% | +17.5% | -10.6% | +2.1% |
| YTD | +10.8% | +26.9% | -16.1% | +3.4% |
| 1Y | +10.3% | +31.6% | -21.2% | +1.9% |
| 3Y | +12.4% | +67.0% | -54.5% | -4.2% |
| 5Y | -20.1% | +72.9% | -93.0% | -33.3% |
| 10Y | +116.8% | +371.3% | -254.5% | +22.5% |
| All | +1,431.6% | +5,284.7% | -3,853.1% | +279.0% |
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