-10.4%
DOW vs AMT
+13.1%
-23.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -2.9% | -0.2% | -2.8% | -2.9% |
| 30D | +2.0% | +1.8% | +0.1% | +1.2% |
| 3M | -12.5% | -6.2% | -6.4% | -10.8% |
| 6M | -9.2% | -5.0% | -4.2% | -8.5% |
| YTD | +30.8% | +2.1% | +28.7% | +28.0% |
| 1Y | +29.4% | -5.7% | +35.1% | +30.2% |
| 3Y | -34.6% | +7.9% | -42.5% | -39.6% |
| 5Y | -35.9% | -32.3% | -3.6% | -28.7% |
| All | -10.4% | +13.1% | -23.5% | -9.9% |
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