+93.9%
INTC vs AMT
-31.6%
+125.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.6% |
| 7D | +7.1% | -0.2% | +7.3% | +7.1% |
| 30D | -5.2% | +4.6% | -9.8% | -5.5% |
| 3M | -14.3% | -8.4% | -5.8% | -13.5% |
| 6M | +110.2% | -6.0% | +116.2% | +111.1% |
| YTD | +159.6% | +2.1% | +157.5% | +156.1% |
| 1Y | +289.3% | -6.4% | +295.7% | +290.2% |
| 3Y | +166.1% | +8.1% | +158.0% | +143.4% |
| All | +93.9% | -31.6% | +125.5% | +89.6% |
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 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