+257.9%
HD vs AMT
+116.9%
+141.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | +21.6% | +3.7% | +17.8% | +19.8% |
| 3M | +0.1% | +10.7% | -10.6% | -4.2% |
| 6M | +13.0% | +9.3% | +3.7% | +7.9% |
| YTD | +4.9% | +10.9% | -6.0% | -0.8% |
| 1Y | -2.1% | +10.5% | -12.6% | -7.4% |
| 3Y | +32.6% | +15.5% | +17.1% | +19.6% |
| 5Y | +8.2% | -20.6% | +28.8% | +13.4% |
| 10Y | +257.9% | +124.5% | +133.4% | +179.0% |
| All | +257.9% | +116.9% | +141.0% | +179.0% |
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