+25.9%
HPQ vs AMT
+10.0%
+15.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +6.9% | -0.2% | +7.2% | +7.0% |
| 30D | +14.4% | +4.6% | +9.8% | +13.9% |
| 3M | +25.6% | -8.4% | +34.1% | +26.1% |
| 6M | +75.0% | -6.0% | +81.1% | +75.6% |
| YTD | +50.7% | +2.1% | +48.6% | +50.3% |
| 1Y | +18.7% | -6.4% | +25.0% | +18.9% |
| All | +25.9% | +10.0% | +15.9% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling