+83.2%
DT vs AMC
-97.2%
+180.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -12.5% | +5.9% | -6.3% |
| 7D | -28.3% | 0.0% | -28.3% | -28.4% |
| 30D | -28.4% | +4.4% | -32.8% | -28.5% |
| 3M | -14.1% | +15.4% | -29.4% | -14.5% |
| 6M | +13.2% | +93.7% | -80.6% | +10.7% |
| YTD | +0.8% | +97.4% | -96.6% | -1.6% |
| 1Y | -7.8% | +23.2% | -31.0% | -9.0% |
| 3Y | -8.3% | -71.3% | +63.0% | -7.8% |
| 5Y | -42.7% | -99.3% | +56.5% | -40.2% |
| All | +83.2% | -97.2% | +180.5% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling