+157.6%
HPQ vs AMT
+125.6%
+32.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +0.5% | +1.6% | -1.1% | +0.1% |
| 30D | -5.9% | +4.5% | -10.4% | -7.1% |
| 3M | -3.7% | +13.8% | -17.5% | -7.7% |
| 6M | +28.1% | +10.0% | +18.0% | +23.8% |
| YTD | +32.5% | +11.8% | +20.7% | +26.8% |
| 1Y | +18.1% | +10.2% | +7.9% | +13.4% |
| 3Y | +16.4% | +15.1% | +1.3% | +5.9% |
| 5Y | +8.9% | -18.8% | +27.7% | +11.1% |
| 10Y | +157.6% | +133.7% | +23.9% | +105.3% |
| All | +157.6% | +125.6% | +32.1% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling