+1,233.2%
CSCO vs AMT
+1,431.6%
-198.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.8% |
| 3M | -22.4% | +11.5% | -33.8% | -24.8% |
| 6M | +2.8% | +6.9% | -4.1% | 0.0% |
| YTD | +23.6% | +10.8% | +12.8% | +18.5% |
| 1Y | +34.0% | +10.3% | +23.7% | +28.5% |
| 3Y | +89.3% | +12.4% | +76.8% | +76.8% |
| 5Y | +87.9% | -20.1% | +107.9% | +89.6% |
| 10Y | +314.9% | +116.8% | +198.1% | +217.4% |
| All | +1,233.2% | +1,431.6% | -198.4% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling