-64.2%
ADBE vs AMT
-20.7%
-43.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.0% |
| 7D | -4.4% | +0.5% | -4.9% | -4.5% |
| 30D | +2.8% | +13.6% | -10.8% | -1.6% |
| 3M | -8.0% | +11.5% | -19.5% | -11.5% |
| 6M | -4.3% | +6.9% | -11.3% | -6.7% |
| YTD | -31.6% | +10.8% | -42.5% | -34.5% |
| 1Y | -26.9% | +10.3% | -37.2% | -29.9% |
| 3Y | -57.7% | +12.4% | -70.1% | -62.2% |
| All | -64.2% | -20.7% | -43.5% | -60.2% |
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