+500.2%
AMT vs LULU
+725.5%
-225.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -0.5% |
| 7D | -0.2% | -12.6% | +12.4% | +1.8% |
| 30D | +1.8% | -19.7% | +21.6% | +5.3% |
| 3M | -6.2% | -12.2% | +6.0% | -4.6% |
| 6M | -5.0% | -39.3% | +34.4% | +2.4% |
| YTD | +2.1% | -50.3% | +52.4% | +13.5% |
| 1Y | -5.7% | -38.6% | +32.9% | +0.6% |
| 3Y | +7.9% | -74.0% | +81.9% | +28.9% |
| 5Y | -32.3% | -72.9% | +40.6% | -22.0% |
| 10Y | +95.0% | +56.2% | +38.9% | +53.2% |
| All | +500.2% | +725.5% | -225.3% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling