+21.3%
HPQ vs AMT
+13.5%
+7.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.8% | +5.3% |
| 7D | -7.8% | +6.0% | -13.8% | -8.4% |
| 30D | -4.9% | +20.1% | -25.0% | -7.4% |
| 3M | +4.9% | +12.4% | -7.5% | +3.6% |
| 6M | +47.1% | +9.9% | +37.1% | +45.5% |
| YTD | +39.5% | +14.4% | +25.1% | +36.9% |
| 1Y | +21.3% | +12.4% | +8.8% | +18.6% |
| All | +21.3% | +13.5% | +7.8% | +18.6% |
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 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