+418.6%
GE vs AMT
+1,444.4%
-1,025.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +5.4% | +1.6% | +3.7% | +5.0% |
| 30D | +9.6% | +4.5% | +5.2% | +8.6% |
| 3M | -7.7% | +13.8% | -21.5% | -10.2% |
| 6M | +14.0% | +10.0% | +4.0% | +11.3% |
| YTD | +10.2% | +11.8% | -1.6% | +7.0% |
| 1Y | +8.9% | +10.2% | -1.3% | +6.0% |
| 3Y | +273.7% | +15.1% | +258.5% | +254.8% |
| 5Y | +410.2% | -18.8% | +429.0% | +414.3% |
| 10Y | +157.4% | +133.7% | +23.7% | +109.5% |
| All | +418.6% | +1,444.4% | -1,025.8% | +170.9% |
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 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