+1,454.7%
AMT vs HUBB
+1,798.0%
-343.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.5% | +1.8% | -0.2% | +0.8% |
| 30D | +6.8% | -7.7% | +14.5% | +9.7% |
| 3M | +11.2% | -13.6% | +24.8% | +16.7% |
| 6M | +12.5% | -9.1% | +21.6% | +14.1% |
| YTD | +12.5% | -0.7% | +13.2% | +8.9% |
| 1Y | +10.1% | +1.1% | +9.0% | +5.6% |
| 3Y | +16.0% | +56.2% | -40.2% | -13.2% |
| 5Y | -17.2% | +126.6% | -143.8% | -49.0% |
| 10Y | +135.2% | +384.6% | -249.3% | -5.6% |
| All | +1,454.7% | +1,798.0% | -343.3% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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