-5.5%
DT vs AMC
+39.6%
-45.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | -5.4% | -2.8% | -2.6% | -5.2% |
| 30D | -32.2% | +14.0% | -46.2% | -33.0% |
| 3M | -10.9% | +42.5% | -53.4% | -13.9% |
| 6M | +10.0% | +142.6% | -132.6% | -0.5% |
| YTD | +2.1% | +119.2% | -117.2% | -8.1% |
| 1Y | -5.5% | +40.7% | -46.3% | -7.3% |
| All | -5.5% | +39.6% | -45.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling