+244.3%
HPQ vs AMC
-97.7%
+342.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.3% | -3.4% |
| 7D | -1.1% | +2.6% | -3.7% | -1.2% |
| 30D | -11.7% | +9.0% | -20.8% | -12.1% |
| 3M | +2.0% | +22.2% | -20.2% | +1.0% |
| 6M | +35.9% | +91.5% | -55.6% | +31.6% |
| YTD | +32.7% | +101.3% | -68.6% | +27.9% |
| 1Y | +14.3% | +20.8% | -6.5% | +12.1% |
| 3Y | +17.8% | -71.3% | +89.2% | +18.8% |
| 5Y | +7.6% | -99.2% | +106.8% | +16.8% |
| 10Y | +171.7% | -98.7% | +270.4% | +171.3% |
| All | +244.3% | -97.7% | +342.1% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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