+216.6%
AMGN vs AMT
+96.3%
+120.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -11.6% | +1.5% | -13.1% | -12.0% |
| 30D | -5.7% | +3.7% | -9.4% | -6.7% |
| 3M | +14.2% | -7.2% | +21.4% | +16.4% |
| 6M | +5.2% | -4.2% | +9.3% | +5.9% |
| YTD | +22.0% | +1.9% | +20.1% | +20.1% |
| 1Y | +43.6% | -6.4% | +50.0% | +45.0% |
| 3Y | +65.0% | +7.7% | +57.3% | +56.5% |
| 5Y | +112.0% | -30.9% | +142.9% | +130.1% |
| 10Y | +216.6% | +105.4% | +111.2% | +181.3% |
| All | +216.6% | +96.3% | +120.3% | +181.3% |
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