-43.0%
DT vs AMC
-99.3%
+56.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -24.7% | +2.6% | -27.3% | -25.0% |
| 30D | -27.4% | +9.0% | -36.4% | -28.0% |
| 3M | -11.1% | +22.2% | -33.3% | -13.2% |
| 6M | +13.7% | +91.5% | -77.8% | +4.8% |
| YTD | +0.2% | +101.3% | -101.1% | -8.8% |
| 1Y | -5.7% | +20.8% | -26.5% | -10.1% |
| 3Y | -8.1% | -71.3% | +63.2% | -3.4% |
| All | -43.0% | -99.3% | +56.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling