+11,639.4%
GOOG vs AMT
+1,749.4%
+9,890.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.2% | -2.4% | +3.5% | +2.0% |
| 30D | -16.7% | +4.2% | -20.9% | -18.2% |
| 3M | -15.2% | +13.4% | -28.6% | -19.5% |
| 6M | -24.8% | +9.4% | -34.2% | -28.1% |
| YTD | -7.2% | +11.7% | -18.9% | -12.5% |
| 1Y | -0.1% | +7.1% | -7.3% | -4.4% |
| 3Y | +118.8% | +15.1% | +103.8% | +93.9% |
| 5Y | +99.9% | -17.9% | +117.8% | +100.7% |
| 10Y | +678.2% | +133.5% | +544.7% | +379.0% |
| All | +11,639.4% | +1,749.4% | +9,890.0% | +3,159.9% |
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