+4.0%
HON vs AMT
-31.2%
+35.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.8% | -0.2% | -0.7% | -0.8% |
| 30D | -15.2% | +1.8% | -17.0% | -15.6% |
| 3M | -6.0% | -6.2% | +0.2% | -4.8% |
| 6M | -14.9% | -5.0% | -9.9% | -14.3% |
| YTD | +3.2% | +2.1% | +1.1% | +2.0% |
| 1Y | 0.0% | -5.7% | +5.8% | +0.7% |
| 3Y | +21.5% | +7.9% | +13.6% | +15.3% |
| 5Y | +4.0% | -32.3% | +36.4% | +10.0% |
| All | +4.0% | -31.2% | +35.3% | +10.0% |
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