+18.6%
DIA vs AMT
-7.7%
+26.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.5% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -1.5% | +4.6% | -6.2% | -1.7% |
| 3M | +3.8% | -8.4% | +12.2% | +4.5% |
| 6M | +10.3% | -6.0% | +16.3% | +10.5% |
| YTD | +12.1% | +2.1% | +10.0% | +11.8% |
| 1Y | +18.6% | -6.4% | +25.0% | +18.7% |
| All | +18.6% | -7.7% | +26.4% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling