+151.9%
HPQ vs AMT
+134.2%
+17.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -1.9% | -2.2% | +0.3% | -1.3% |
| 30D | -5.7% | +5.8% | -11.5% | -7.3% |
| 3M | -0.4% | +12.6% | -13.0% | -4.3% |
| 6M | +40.0% | +8.3% | +31.7% | +36.0% |
| YTD | +34.6% | +11.4% | +23.2% | +28.9% |
| 1Y | +20.4% | +7.7% | +12.7% | +16.5% |
| 3Y | +18.3% | +14.8% | +3.5% | +7.6% |
| 5Y | +9.6% | -18.0% | +27.5% | +11.3% |
| All | +151.9% | +134.2% | +17.7% | +93.7% |
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