+32.2%
HPQ vs AMT
-31.2%
+63.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +3.7% | +1.8% | +1.9% | +3.3% |
| 3M | +24.3% | -6.2% | +30.5% | +25.8% |
| 6M | +64.8% | -5.0% | +69.7% | +66.0% |
| YTD | +43.9% | +2.1% | +41.8% | +42.6% |
| 1Y | +11.7% | -5.7% | +17.4% | +12.4% |
| 3Y | +19.7% | +7.9% | +11.7% | +11.3% |
| 5Y | +32.2% | -32.3% | +64.6% | +29.3% |
| All | +32.2% | -31.2% | +63.4% | +29.3% |
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 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