+436.6%
GE vs AMT
-31.6%
+468.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -11.6% | +4.6% | -16.2% | -12.2% |
| 3M | +3.0% | -8.4% | +11.5% | +4.3% |
| 6M | -0.5% | -6.0% | +5.5% | +0.2% |
| YTD | +9.7% | +2.1% | +7.6% | +9.0% |
| 1Y | +20.0% | -6.4% | +26.4% | +20.8% |
| 3Y | +275.8% | +8.1% | +267.8% | +255.5% |
| All | +436.6% | -31.6% | +468.1% | +443.9% |
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