+89.3%
CSCO vs AMT
+10.5%
+78.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -2.1% |
| 7D | -10.2% | +0.5% | -10.7% | -10.2% |
| 30D | -20.1% | +13.6% | -33.7% | -19.5% |
| 3M | -22.4% | +11.5% | -33.8% | -21.9% |
| 6M | +2.8% | +6.9% | -4.1% | +3.4% |
| YTD | +23.6% | +10.8% | +12.8% | +24.3% |
| 1Y | +34.0% | +10.3% | +23.7% | +34.8% |
| 3Y | +89.3% | +12.4% | +76.8% | +81.3% |
| All | +89.3% | +10.5% | +78.8% | +81.3% |
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