-13.3%
DT vs AMIX
-99.9%
+86.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.6% |
| 7D | -3.3% | -13.7% | +10.4% | -3.3% |
| 30D | +2.0% | -62.1% | +64.1% | +2.2% |
| 3M | +20.0% | -46.2% | +66.2% | +18.2% |
| 6M | +39.3% | -46.4% | +85.7% | +37.2% |
| YTD | +19.8% | -60.3% | +80.0% | +17.8% |
| 1Y | +4.3% | -79.7% | +83.9% | +2.5% |
| All | -13.3% | -99.9% | +86.6% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling