+153.2%
GE vs AMT
+95.0%
+58.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -11.6% | +4.6% | -16.2% | -12.6% |
| 3M | +3.0% | -8.4% | +11.5% | +4.9% |
| 6M | -0.5% | -6.0% | +5.5% | +0.6% |
| YTD | +9.7% | +2.1% | +7.6% | +8.4% |
| 1Y | +20.0% | -6.4% | +26.4% | +21.0% |
| 3Y | +275.8% | +8.1% | +267.8% | +251.0% |
| 5Y | +429.1% | -31.9% | +461.0% | +471.5% |
| All | +153.2% | +95.0% | +58.2% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling