-26.5%
DT vs AMIX
-99.9%
+73.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.8% | -10.6% | +1.2% |
| 7D | -20.2% | +1.2% | -21.4% | -20.2% |
| 30D | -30.8% | -45.3% | +14.6% | -30.7% |
| 3M | -10.2% | -83.1% | +72.9% | -9.9% |
| 6M | +8.0% | -76.9% | +84.9% | +6.7% |
| YTD | +1.5% | -85.3% | +86.7% | 0.0% |
| 1Y | -6.9% | -89.8% | +82.9% | -8.4% |
| All | -26.5% | -99.9% | +73.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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