+247.2%
HD vs AMT
+125.6%
+121.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +5.2% | +1.6% | +3.6% | +4.6% |
| 30D | +20.7% | +4.5% | +16.3% | +18.6% |
| 3M | +0.8% | +13.8% | -13.0% | -4.6% |
| 6M | +12.2% | +10.0% | +2.2% | +6.8% |
| YTD | +4.2% | +11.8% | -7.5% | -1.8% |
| 1Y | -2.6% | +10.2% | -12.8% | -7.8% |
| 3Y | +30.0% | +15.1% | +14.9% | +17.4% |
| 5Y | +8.1% | -18.8% | +26.9% | +12.2% |
| 10Y | +247.2% | +133.7% | +113.5% | +157.7% |
| All | +247.2% | +125.6% | +121.6% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling