+45.9%
CSCO vs AMT
+13.5%
+32.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +1.4% |
| 7D | -6.1% | +6.0% | -12.1% | -5.0% |
| 30D | -8.2% | +20.1% | -28.3% | -4.8% |
| 3M | -14.6% | +12.4% | -27.0% | -12.8% |
| 6M | +12.7% | +9.9% | +2.8% | +15.3% |
| YTD | +37.0% | +14.4% | +22.6% | +42.3% |
| 1Y | +45.9% | +12.4% | +33.5% | +51.7% |
| All | +45.9% | +13.5% | +32.4% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling