+133.7%
GOOG vs AMT
-31.2%
+164.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | -5.1% | +1.8% | -6.9% | -5.3% |
| 3M | -7.1% | -6.2% | -0.9% | -6.2% |
| 6M | +12.7% | -5.0% | +17.6% | +13.3% |
| YTD | +7.1% | +2.1% | +5.0% | +6.3% |
| 1Y | +43.6% | -5.7% | +49.3% | +44.3% |
| 3Y | +146.8% | +7.9% | +138.8% | +126.0% |
| 5Y | +133.7% | -32.3% | +166.0% | +160.8% |
| All | +133.7% | -31.2% | +164.9% | +160.8% |
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