+710.1%
GOOG vs AMT
+134.2%
+575.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +4.8% | -2.2% | +7.0% | +5.4% |
| 30D | -15.5% | +5.8% | -21.3% | -16.9% |
| 3M | -13.7% | +12.6% | -26.2% | -16.7% |
| 6M | -23.0% | +8.3% | -31.3% | -25.2% |
| YTD | -5.7% | +11.4% | -17.1% | -9.6% |
| 1Y | +3.0% | +7.7% | -4.7% | -0.4% |
| 3Y | +122.4% | +14.8% | +107.6% | +100.1% |
| 5Y | +99.2% | -18.0% | +117.2% | +102.9% |
| All | +710.1% | +134.2% | +575.9% | +481.6% |
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