+8.2%
HPQ vs AMT
-20.7%
+28.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.8% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | -11.7% | +13.6% | -25.3% | -14.2% |
| 3M | +2.0% | +11.5% | -9.5% | -0.5% |
| 6M | +35.9% | +6.9% | +28.9% | +33.6% |
| YTD | +32.7% | +10.8% | +21.8% | +29.1% |
| 1Y | +14.3% | +10.3% | +4.0% | +11.3% |
| 3Y | +17.8% | +12.4% | +5.4% | +9.2% |
| All | +8.2% | -20.7% | +28.8% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling