+390.5%
GE vs AMT
-20.2%
+410.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.1% |
| 7D | +7.1% | +0.5% | +6.6% | +7.0% |
| 30D | +6.5% | +13.6% | -7.1% | +4.4% |
| 3M | -13.6% | +11.5% | -25.0% | -15.1% |
| 6M | +6.0% | +6.9% | -0.9% | +4.6% |
| YTD | +5.4% | +10.8% | -5.4% | +3.3% |
| 1Y | +6.5% | +10.3% | -3.9% | +4.4% |
| 3Y | +268.6% | +12.4% | +256.2% | +248.4% |
| All | +390.5% | -20.2% | +410.7% | +409.4% |
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 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