+1,311.4%
AMT vs HUM
+1,712.3%
-400.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.9% |
| 7D | -0.2% | +4.2% | -4.4% | -0.9% |
| 30D | +4.6% | +10.4% | -5.7% | +2.9% |
| 3M | -8.4% | +15.1% | -23.5% | -10.8% |
| 6M | -6.0% | +120.9% | -126.9% | -18.0% |
| YTD | +2.1% | +57.9% | -55.8% | -6.5% |
| 1Y | -6.4% | +30.6% | -36.9% | -12.2% |
| 3Y | +8.1% | -9.6% | +17.7% | +4.9% |
| 5Y | -31.9% | +1.6% | -33.5% | -36.1% |
| 10Y | +97.1% | +146.4% | -49.3% | +55.9% |
| All | +1,311.4% | +1,712.3% | -400.9% | +534.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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