+57.5%
BMY vs AMT
+116.9%
-59.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +5.1% | +3.7% | +1.4% | +4.2% |
| 3M | -3.0% | +10.7% | -13.7% | -5.4% |
| 6M | +13.1% | +9.3% | +3.8% | +10.4% |
| YTD | +20.3% | +10.9% | +9.4% | +16.7% |
| 1Y | +39.0% | +10.5% | +28.5% | +34.9% |
| 3Y | +42.0% | +15.5% | +26.4% | +35.1% |
| 5Y | +28.5% | -20.6% | +49.1% | +32.4% |
| 10Y | +57.5% | +124.5% | -67.0% | +35.4% |
| All | +57.5% | +116.9% | -59.4% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling