-28.2%
DHR vs AMT
-31.2%
+3.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.8% | -0.2% | -0.7% | -0.8% |
| 30D | +0.2% | +1.8% | -1.6% | -0.5% |
| 3M | +12.1% | -6.2% | +18.2% | +14.2% |
| 6M | +5.4% | -5.0% | +10.4% | +6.7% |
| YTD | -10.0% | +2.1% | -12.0% | -11.7% |
| 1Y | +4.1% | -5.7% | +9.8% | +5.1% |
| 3Y | -5.2% | +7.9% | -13.1% | -13.6% |
| 5Y | -28.2% | -32.3% | +4.1% | -18.2% |
| All | -28.2% | -31.2% | +3.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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