+13.0%
HON vs AMT
-19.6%
+32.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | +1.9% | +1.6% | +0.2% | +1.5% |
| 30D | +9.9% | +4.5% | +5.4% | +8.7% |
| 3M | -5.8% | +13.8% | -19.6% | -8.6% |
| 6M | +3.0% | +10.0% | -7.1% | +0.2% |
| YTD | +13.1% | +11.8% | +1.3% | +9.4% |
| 1Y | +13.2% | +10.2% | +2.9% | +9.9% |
| 3Y | +30.8% | +15.1% | +15.7% | +22.4% |
| 5Y | +13.0% | -18.8% | +31.9% | +13.6% |
| All | +13.0% | -19.6% | +32.7% | +13.6% |
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 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