+0.1%
DOW vs AMT
+24.7%
-24.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +5.2% | +1.5% | +3.7% | +4.7% |
| 30D | +13.2% | +6.8% | +6.4% | +10.6% |
| 3M | +10.1% | +11.2% | -1.1% | +5.8% |
| 6M | -13.1% | +12.5% | -25.5% | -17.2% |
| YTD | +46.1% | +12.5% | +33.6% | +38.0% |
| 1Y | +50.0% | +10.1% | +39.9% | +42.8% |
| 3Y | -20.2% | +16.0% | -36.3% | -28.0% |
| 5Y | -27.7% | -17.2% | -10.5% | -26.2% |
| All | +0.1% | +24.7% | -24.6% | -2.8% |
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