+855.9%
AZN vs AMT
+1,311.4%
-455.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +0.7% | +4.6% | -3.9% | +0.2% |
| 3M | -10.5% | -8.4% | -2.1% | -9.7% |
| 6M | -19.3% | -6.0% | -13.2% | -18.8% |
| YTD | -10.6% | +2.1% | -12.7% | -11.0% |
| 1Y | +0.5% | -6.4% | +6.9% | +1.0% |
| 3Y | +25.9% | +8.1% | +17.8% | +23.9% |
| 5Y | +52.4% | -31.9% | +84.3% | +56.7% |
| 10Y | +220.8% | +97.1% | +123.7% | +196.7% |
| All | +855.9% | +1,311.4% | -455.5% | +645.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling