+108.0%
AMGN vs AMT
-31.2%
+139.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.1% |
| 7D | -10.3% | -0.2% | -10.1% | -10.2% |
| 30D | -3.8% | +1.8% | -5.6% | -4.2% |
| 3M | +14.4% | -6.2% | +20.6% | +15.8% |
| 6M | +7.8% | -5.0% | +12.8% | +8.6% |
| YTD | +22.6% | +2.1% | +20.5% | +21.1% |
| 1Y | +44.2% | -5.7% | +50.0% | +45.2% |
| 3Y | +65.8% | +7.9% | +57.9% | +60.1% |
| 5Y | +108.0% | -32.3% | +140.3% | +123.1% |
| All | +108.0% | -31.2% | +139.2% | +123.1% |
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