+117.4%
INTC vs AMT
+134.2%
-16.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | +17.1% | -2.2% | +19.3% | +17.7% |
| 30D | -40.5% | +5.8% | -46.2% | -41.5% |
| 3M | -39.4% | +12.6% | -51.9% | -41.6% |
| 6M | -49.3% | +8.3% | -57.6% | -51.2% |
| YTD | +65.9% | +11.4% | +54.4% | +56.3% |
| 1Y | +61.5% | +7.7% | +53.8% | +53.9% |
| 3Y | +59.6% | +14.8% | +44.8% | +41.0% |
| 5Y | +31.2% | -18.0% | +49.1% | +32.0% |
| All | +117.4% | +134.2% | -16.8% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling