-31.2%
AMT vs LULU
-77.2%
+46.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.5% | -1.1% |
| 7D | -2.7% | -20.4% | +17.8% | -0.9% |
| 30D | +2.0% | -22.9% | +24.9% | +4.2% |
| 3M | -9.3% | -18.5% | +9.3% | -7.9% |
| 6M | -5.2% | -41.8% | +36.6% | -1.2% |
| YTD | +0.5% | -53.4% | +53.8% | +6.7% |
| 1Y | -7.3% | -40.9% | +33.6% | -3.9% |
| 3Y | +6.2% | -75.6% | +81.8% | +19.6% |
| 5Y | -31.2% | -77.2% | +46.1% | -24.8% |
| All | -31.2% | -77.2% | +46.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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