+9.0%
AMT vs LYFT
-82.9%
+92.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | +0.3% |
| 7D | +1.5% | -14.1% | +15.6% | +2.4% |
| 30D | +3.7% | -13.7% | +17.4% | +4.6% |
| 3M | -7.2% | +7.4% | -14.6% | -7.8% |
| 6M | -4.2% | +8.3% | -12.4% | -4.9% |
| YTD | +1.9% | -23.1% | +25.0% | +3.1% |
| 1Y | -6.4% | -19.0% | +12.6% | -5.9% |
| 3Y | +7.7% | +37.7% | -30.0% | +0.7% |
| 5Y | -30.9% | -70.5% | +39.6% | -29.9% |
| All | +9.0% | -82.9% | +92.0% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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