+330.5%
CSCO vs AMT
+134.0%
+196.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -2.8% | -2.4% | -0.4% | -2.1% |
| 30D | -12.6% | +4.2% | -16.8% | -13.7% |
| 3M | -16.0% | +13.4% | -29.4% | -19.1% |
| 6M | +2.8% | +9.4% | -6.5% | -0.6% |
| YTD | +33.2% | +11.7% | +21.6% | +27.0% |
| 1Y | +43.1% | +7.1% | +36.0% | +38.1% |
| 3Y | +106.7% | +15.1% | +91.6% | +87.3% |
| 5Y | +103.6% | -17.9% | +121.4% | +107.2% |
| 10Y | +330.5% | +133.5% | +197.0% | +214.9% |
| All | +330.5% | +134.0% | +196.5% | +214.9% |
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