+2,901.0%
DELL vs AMT
+115.2%
+2,785.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.3% | +4.1% |
| 7D | -22.6% | +0.5% | -23.1% | -22.7% |
| 30D | -43.2% | +13.6% | -56.8% | -44.7% |
| 3M | -24.8% | +11.5% | -36.3% | -26.6% |
| 6M | +38.0% | +6.9% | +31.1% | +35.0% |
| YTD | +163.7% | +10.8% | +152.9% | +155.4% |
| 1Y | +122.5% | +10.3% | +112.2% | +115.8% |
| 3Y | +377.0% | +12.4% | +364.5% | +337.4% |
| 5Y | +542.6% | -20.1% | +562.6% | +552.4% |
| 10Y | +2,554.1% | +116.8% | +2,437.3% | +1,968.9% |
| All | +2,901.0% | +115.2% | +2,785.9% | +2,276.4% |
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 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