+106.2%
AMT vs LUMN
-55.8%
+162.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.7% |
| 7D | +1.1% | +2.5% | -1.4% | +1.0% |
| 30D | +4.4% | +10.3% | -6.0% | +3.7% |
| 3M | -5.2% | -18.3% | +13.1% | -4.3% |
| 6M | -0.8% | +4.4% | -5.2% | -1.8% |
| YTD | +3.3% | -10.7% | +14.0% | +2.7% |
| 1Y | -6.0% | +14.0% | -20.0% | -9.0% |
| 3Y | +9.6% | +406.6% | -397.0% | -19.5% |
| 5Y | -29.2% | -36.8% | +7.6% | -31.0% |
| All | +106.2% | -55.8% | +162.0% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling