+106.4%
CSCO vs AMT
+8.2%
+98.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | -0.7% | -0.2% | -0.4% | -0.7% |
| 30D | -10.1% | +4.6% | -14.8% | -9.9% |
| 3M | -15.7% | -8.4% | -7.2% | -15.8% |
| 6M | +36.3% | -6.0% | +42.3% | +36.4% |
| YTD | +43.8% | +2.1% | +41.7% | +44.0% |
| 1Y | +63.9% | -6.4% | +70.3% | +64.6% |
| All | +106.4% | +8.2% | +98.2% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling