-32.3%
AMT vs DT
-28.6%
-3.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.3% |
| 7D | -0.2% | -4.9% | +4.7% | +0.4% |
| 30D | +1.8% | +2.7% | -0.8% | +1.5% |
| 3M | -6.2% | +20.0% | -26.1% | -8.4% |
| 6M | -5.0% | +28.0% | -33.0% | -8.3% |
| YTD | +2.1% | +16.0% | -14.0% | -0.5% |
| 1Y | -5.7% | +0.7% | -6.5% | -6.5% |
| 3Y | +7.9% | +6.2% | +1.7% | +4.0% |
| 5Y | -32.3% | -28.1% | -4.2% | -35.0% |
| All | -32.3% | -28.6% | -3.7% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 5y: compounded portfolio wealth divided by compounded DT 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…
5y analysis · Full analysis span regression · 6 months rolling