+166.6%
DELL vs AMT
+7.3%
+159.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | +17.1% | -2.2% | +19.3% | +16.8% |
| 30D | -35.1% | +5.8% | -40.8% | -34.7% |
| 3M | -23.3% | +12.6% | -35.8% | -23.0% |
| 6M | +55.8% | +8.3% | +47.5% | +57.2% |
| YTD | +198.0% | +11.4% | +186.6% | +194.9% |
| 1Y | +166.6% | +7.7% | +158.8% | +178.4% |
| All | +166.6% | +7.3% | +159.2% | +178.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling