+8.5%
HD vs AMT
-19.0%
+27.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.2% | -2.4% | +1.2% | -0.4% |
| 30D | +20.9% | +4.2% | +16.7% | +19.2% |
| 3M | -0.2% | +13.4% | -13.6% | -4.5% |
| 6M | +14.5% | +9.4% | +5.1% | +10.2% |
| YTD | +4.3% | +11.7% | -7.4% | -0.7% |
| 1Y | -3.5% | +7.1% | -10.6% | -6.8% |
| 3Y | +30.1% | +15.1% | +15.1% | +18.5% |
| 5Y | +8.5% | -17.9% | +26.3% | +11.8% |
| All | +8.5% | -19.0% | +27.4% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling