+65.7%
DIA vs AMT
-31.6%
+97.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.3% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -1.5% | +4.6% | -6.2% | -2.4% |
| 3M | +3.8% | -8.4% | +12.2% | +5.3% |
| 6M | +10.3% | -6.0% | +16.3% | +11.2% |
| YTD | +12.1% | +2.1% | +10.0% | +10.9% |
| 1Y | +18.6% | -6.4% | +25.0% | +19.4% |
| 3Y | +60.6% | +8.1% | +52.6% | +51.5% |
| All | +65.7% | -31.6% | +97.3% | +75.5% |
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