+264.8%
BMY vs AMT
+1,431.6%
-1,166.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.2% |
| 7D | -0.5% | +0.5% | -1.1% | -0.6% |
| 30D | +4.1% | +13.6% | -9.5% | +2.4% |
| 3M | -2.1% | +11.5% | -13.6% | -3.5% |
| 6M | +12.2% | +6.9% | +5.3% | +11.1% |
| YTD | +20.3% | +10.8% | +9.5% | +18.5% |
| 1Y | +39.2% | +10.3% | +28.9% | +37.1% |
| 3Y | +35.6% | +12.4% | +23.2% | +32.7% |
| 5Y | +28.6% | -20.1% | +48.6% | +29.8% |
| 10Y | +73.9% | +116.8% | -43.0% | +56.0% |
| All | +264.8% | +1,431.6% | -1,166.8% | +127.4% |
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 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