+306.4%
CSCO vs AMT
+113.8%
+192.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.3% |
| 7D | -10.2% | +0.5% | -10.7% | -10.3% |
| 30D | -20.1% | +13.6% | -33.7% | -22.9% |
| 3M | -22.1% | +11.5% | -33.5% | -24.5% |
| 6M | +3.2% | +6.9% | -3.7% | +0.4% |
| YTD | +24.1% | +10.8% | +13.3% | +18.5% |
| 1Y | +34.6% | +10.3% | +24.2% | +28.6% |
| 3Y | +90.0% | +12.4% | +77.6% | +73.8% |
| 5Y | +88.6% | -20.1% | +108.6% | +93.8% |
| All | +306.4% | +113.8% | +192.6% | +207.0% |
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