+50.4%
AMZN vs AMT
-15.7%
+66.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +2.8% | +1.5% | +1.3% | +2.5% |
| 30D | +5.0% | +6.8% | -1.9% | +3.6% |
| 3M | +0.6% | +11.2% | -10.6% | -1.6% |
| 6M | -1.3% | +12.5% | -13.8% | -4.0% |
| YTD | +15.5% | +12.5% | +3.0% | +12.0% |
| 1Y | +12.2% | +10.1% | +2.1% | +9.2% |
| 3Y | +87.0% | +16.0% | +71.0% | +65.0% |
| All | +50.4% | -15.7% | +66.1% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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