-18.7%
IBM vs AMT
+9.1%
-27.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.7% | -2.4% | +0.6% | -1.4% |
| 30D | +10.1% | +4.2% | +5.9% | +9.4% |
| 3M | +4.8% | +13.4% | -8.6% | +2.9% |
| 6M | +12.6% | +9.4% | +3.2% | +11.1% |
| YTD | -13.9% | +11.7% | -25.6% | -16.4% |
| 1Y | -18.7% | +7.1% | -25.8% | -19.6% |
| All | -18.7% | +9.1% | -27.8% | -19.6% |
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 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