-19.5%
IBM vs AMT
+9.8%
-29.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | +11.1% | +13.6% | -2.5% | +8.8% |
| 3M | +5.7% | +11.5% | -5.8% | +3.9% |
| 6M | +10.1% | +6.9% | +3.2% | +8.7% |
| YTD | -15.6% | +10.8% | -26.4% | -18.2% |
| 1Y | -19.5% | +10.3% | -29.9% | -22.1% |
| All | -19.5% | +9.8% | -29.4% | -22.1% |
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