+1,031.7%
DIA vs AMT
+1,311.4%
-279.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.4% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -1.5% | +4.6% | -6.2% | -2.2% |
| 3M | +3.8% | -8.4% | +12.2% | +5.0% |
| 6M | +10.3% | -6.0% | +16.3% | +11.0% |
| YTD | +12.1% | +2.1% | +10.0% | +11.2% |
| 1Y | +18.6% | -6.4% | +25.0% | +19.2% |
| 3Y | +60.6% | +8.1% | +52.6% | +56.1% |
| 5Y | +64.4% | -31.9% | +96.3% | +70.6% |
| 10Y | +250.1% | +97.1% | +153.0% | +210.3% |
| All | +1,031.7% | +1,311.4% | -279.6% | +614.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling