+18.4%
HPQ vs AMT
-6.0%
+24.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +2.2% | +1.5% | +0.8% | +2.0% |
| 30D | +9.7% | +3.7% | +6.0% | +9.0% |
| 3M | +32.7% | -7.2% | +39.9% | +32.6% |
| 6M | +77.7% | -4.2% | +81.9% | +78.0% |
| YTD | +51.0% | +1.9% | +49.1% | +50.8% |
| 1Y | +18.4% | -6.4% | +24.8% | +16.9% |
| All | +18.4% | -6.0% | +24.4% | +16.9% |
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