+1,311.4%
AMT vs DTE
+1,366.3%
-55.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +4.6% | -2.6% | +7.2% | +6.1% |
| 3M | -8.4% | -3.9% | -4.5% | -6.6% |
| 6M | -6.0% | -7.9% | +1.9% | -2.0% |
| YTD | +2.1% | +7.2% | -5.1% | -1.8% |
| 1Y | -6.4% | +3.1% | -9.5% | -8.2% |
| 3Y | +8.1% | +47.6% | -39.5% | -12.4% |
| 5Y | -31.9% | +32.7% | -64.6% | -41.6% |
| 10Y | +97.1% | +138.8% | -41.6% | +22.3% |
| All | +1,311.4% | +1,366.3% | -55.0% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling