+240.2%
DIA vs AMT
+113.8%
+126.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.4% |
| 7D | -0.9% | +0.5% | -1.5% | -1.1% |
| 30D | +0.3% | +13.6% | -13.3% | -3.6% |
| 3M | -4.5% | +11.5% | -16.0% | -7.8% |
| 6M | +3.4% | +6.9% | -3.6% | +0.5% |
| YTD | +7.8% | +10.8% | -3.1% | +3.2% |
| 1Y | +10.7% | +10.3% | +0.4% | +6.1% |
| 3Y | +57.5% | +12.4% | +45.1% | +45.1% |
| 5Y | +53.7% | -20.1% | +73.8% | +58.4% |
| All | +240.2% | +113.8% | +126.5% | +186.9% |
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