+2,802.7%
HD vs AMT
+1,473.8%
+1,328.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +6.4% | +4.4% | +2.0% | +5.4% |
| 30D | +22.1% | +17.7% | +4.3% | +17.7% |
| 3M | -0.2% | +16.7% | -16.8% | -3.6% |
| 6M | +12.6% | +11.1% | +1.5% | +9.5% |
| YTD | +3.9% | +13.9% | -10.0% | +0.4% |
| 1Y | -3.7% | +12.5% | -16.3% | -6.8% |
| 3Y | +27.9% | +13.2% | +14.7% | +22.6% |
| 5Y | +7.8% | -17.9% | +25.7% | +9.9% |
| 10Y | +269.4% | +122.8% | +146.6% | +207.5% |
| All | +2,802.7% | +1,473.8% | +1,328.9% | +1,443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling