+17.7%
INTC vs AMT
-20.2%
+37.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.7% | +10.4% | +7.8% |
| 7D | -14.4% | +0.5% | -15.0% | -14.5% |
| 30D | -50.2% | +13.6% | -63.9% | -50.6% |
| 3M | -43.6% | +11.5% | -55.1% | -44.0% |
| 6M | -50.2% | +6.9% | -57.1% | -50.6% |
| YTD | +52.5% | +10.8% | +41.7% | +49.6% |
| 1Y | +51.1% | +10.3% | +40.8% | +48.3% |
| 3Y | +50.3% | +12.4% | +37.9% | +38.8% |
| All | +17.7% | -20.2% | +37.9% | +17.8% |
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