-2.9%
TSCO vs AMT
-31.2%
+28.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +2.8% | +1.8% | +1.0% | +2.3% |
| 3M | +17.9% | -6.2% | +24.1% | +19.6% |
| 6M | -28.6% | -5.0% | -23.6% | -27.9% |
| YTD | -28.0% | +2.1% | -30.1% | -28.8% |
| 1Y | -39.9% | -5.7% | -34.1% | -39.3% |
| 3Y | -14.0% | +7.9% | -21.9% | -17.5% |
| 5Y | -2.9% | -32.3% | +29.4% | +6.9% |
| All | -2.9% | -31.2% | +28.3% | +6.9% |
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