+248.1%
HD vs AMT
+134.2%
+114.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | +0.4% |
| 30D | +18.5% | +5.8% | +12.7% | +15.9% |
| 3M | +2.2% | +12.6% | -10.4% | -2.9% |
| 6M | +13.8% | +8.3% | +5.5% | +9.1% |
| YTD | +3.4% | +11.4% | -8.0% | -2.5% |
| 1Y | -3.5% | +7.7% | -11.2% | -7.8% |
| 3Y | +29.0% | +14.8% | +14.2% | +16.6% |
| 5Y | +6.1% | -18.0% | +24.0% | +9.5% |
| All | +248.1% | +134.2% | +114.0% | +159.3% |
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