+57.9%
DIA vs AMT
-15.7%
+73.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | 0.0% |
| 7D | +2.1% | +1.5% | +0.6% | +1.9% |
| 30D | +1.5% | +6.8% | -5.3% | +0.2% |
| 3M | -2.4% | +11.2% | -13.6% | -4.4% |
| 6M | +6.0% | +12.5% | -6.5% | +3.2% |
| YTD | +10.1% | +12.5% | -2.4% | +6.8% |
| 1Y | +11.8% | +10.1% | +1.7% | +9.0% |
| 3Y | +59.7% | +16.0% | +43.7% | +49.0% |
| All | +57.9% | -15.7% | +73.6% | +56.7% |
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 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