+12.5%
AMT vs LUMN
-62.6%
+75.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -11.0% | +10.5% | -0.7% |
| 7D | +4.4% | -16.9% | +21.3% | +4.0% |
| 30D | +17.7% | -32.7% | +50.4% | +17.0% |
| 3M | +16.7% | -34.5% | +51.2% | +16.0% |
| 6M | +11.1% | -56.9% | +68.0% | +10.0% |
| YTD | +13.9% | -48.8% | +62.7% | +12.0% |
| 1Y | +12.5% | -63.4% | +75.9% | +7.8% |
| All | +12.5% | -62.6% | +75.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling