+367.5%
INTC vs AMT
+1,433.3%
-1,065.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -43.3% | +3.7% | -47.0% | -44.0% |
| 3M | -41.6% | +10.7% | -52.3% | -43.3% |
| 6M | -52.5% | +9.3% | -61.7% | -54.2% |
| YTD | +60.9% | +10.9% | +49.9% | +53.2% |
| 1Y | +55.7% | +10.5% | +45.2% | +48.3% |
| 3Y | +59.2% | +15.5% | +43.6% | +46.8% |
| 5Y | +25.0% | -20.6% | +45.6% | +25.4% |
| 10Y | +109.3% | +124.5% | -15.3% | +62.6% |
| All | +367.5% | +1,433.3% | -1,065.8% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling