-29.4%
TSCO vs AMT
+13.5%
-42.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +3.1% |
| 7D | +15.7% | +6.0% | +9.7% | +14.0% |
| 30D | +16.4% | +20.1% | -3.7% | +10.9% |
| 3M | +11.2% | +12.4% | -1.2% | +7.7% |
| 6M | +14.9% | +9.9% | +5.0% | +11.5% |
| YTD | -25.4% | +14.4% | -39.8% | -27.7% |
| 1Y | -29.4% | +12.4% | -41.8% | -30.8% |
| All | -29.4% | +13.5% | -42.9% | -30.8% |
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 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