+96.2%
GOOG vs AMT
-19.6%
+115.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +2.4% | +1.6% | +0.7% | +2.1% |
| 30D | -18.1% | +4.5% | -22.6% | -18.7% |
| 3M | -19.9% | +13.8% | -33.7% | -21.6% |
| 6M | -28.2% | +10.0% | -38.2% | -29.5% |
| YTD | -9.0% | +11.8% | -20.8% | -11.1% |
| 1Y | -1.7% | +10.2% | -11.9% | -3.8% |
| 3Y | +114.5% | +15.1% | +99.4% | +95.7% |
| 5Y | +96.2% | -18.8% | +115.0% | +106.9% |
| All | +96.2% | -19.6% | +115.8% | +106.9% |
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