+100.6%
AMT vs DTE
+141.0%
-40.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.6% |
| 7D | -2.7% | -2.0% | -0.7% | -1.5% |
| 30D | +2.0% | -2.4% | +4.4% | +3.5% |
| 3M | -9.3% | -7.3% | -2.0% | -5.1% |
| 6M | -5.2% | -7.6% | +2.4% | -0.7% |
| YTD | +0.5% | +5.8% | -5.3% | -3.4% |
| 1Y | -7.3% | +2.3% | -9.6% | -9.1% |
| 3Y | +6.2% | +45.0% | -38.8% | -16.2% |
| 5Y | -31.2% | +33.2% | -64.4% | -42.8% |
| All | +100.6% | +141.0% | -40.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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