+1,122.0%
DELL vs AMT
-31.2%
+1,153.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +25.6% | -0.2% | +25.8% | +25.6% |
| 30D | +17.7% | +1.8% | +15.8% | +17.6% |
| 3M | +33.4% | -6.2% | +39.6% | +33.9% |
| 6M | +266.2% | -5.0% | +271.2% | +267.3% |
| YTD | +328.0% | +2.1% | +325.9% | +327.3% |
| 1Y | +339.6% | -5.7% | +345.3% | +340.6% |
| 3Y | +694.6% | +7.9% | +686.7% | +640.8% |
| 5Y | +1,122.0% | -32.3% | +1,154.3% | +1,112.9% |
| All | +1,122.0% | -31.2% | +1,153.2% | +1,112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling