+52.6%
AZN vs AMT
+16.9%
+35.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | -1.1% | +1.5% | -2.6% | -1.4% |
| 30D | +13.8% | +6.8% | +7.0% | +12.1% |
| 3M | +17.3% | +11.2% | +6.1% | +14.4% |
| 6M | -1.7% | +12.5% | -14.2% | -4.6% |
| YTD | +1.4% | +12.5% | -11.1% | -1.8% |
| 1Y | +5.2% | +10.1% | -4.9% | +2.4% |
| 3Y | +52.6% | +16.0% | +36.6% | +50.2% |
| All | +52.6% | +16.9% | +35.7% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling