+251.0%
DIA vs AMT
+96.3%
+154.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.2% | +1.5% | -2.7% | -1.7% |
| 30D | -2.7% | +3.7% | -6.4% | -3.8% |
| 3M | +3.3% | -7.2% | +10.5% | +5.2% |
| 6M | +10.4% | -4.2% | +14.6% | +11.1% |
| YTD | +10.0% | +1.9% | +8.1% | +8.2% |
| 1Y | +16.2% | -6.4% | +22.5% | +17.1% |
| 3Y | +58.7% | +7.7% | +51.0% | +47.5% |
| 5Y | +63.6% | -30.9% | +94.5% | +77.4% |
| 10Y | +251.0% | +105.4% | +145.7% | +196.4% |
| All | +251.0% | +96.3% | +154.8% | +196.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling