+102.7%
HPE vs AMT
+11.6%
+91.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | -7.1% | +0.4% | -7.5% | -6.9% |
| 30D | -35.3% | +3.7% | -39.0% | -34.6% |
| 3M | -10.4% | +10.7% | -21.2% | -8.6% |
| 6M | +52.5% | +9.3% | +43.2% | +56.1% |
| YTD | +100.3% | +10.9% | +89.3% | +103.7% |
| All | +102.7% | +11.6% | +91.1% | +106.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling