+406.9%
HPQ vs AMT
+1,311.4%
-904.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +6.9% | -0.2% | +7.2% | +7.0% |
| 30D | +14.4% | +4.6% | +9.8% | +13.3% |
| 3M | +25.6% | -8.4% | +34.1% | +28.0% |
| 6M | +75.0% | -6.0% | +81.1% | +76.9% |
| YTD | +50.7% | +2.1% | +48.6% | +49.3% |
| 1Y | +18.7% | -6.4% | +25.0% | +19.6% |
| 3Y | +21.5% | +8.1% | +13.5% | +16.5% |
| 5Y | +31.6% | -31.9% | +63.5% | +38.7% |
| 10Y | +216.1% | +97.1% | +118.9% | +161.5% |
| All | +406.9% | +1,311.4% | -904.5% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling