Stock vs. Benchmark Comparison
Data updated: 2025-06-16 19:20 UTC
AT&T (T)
标普500 (SPY)
Cumulative Return
68.40%
vs Benchmark 11.68%
Volatility (Ann.)
23.2%
Benchmark 20.4%
*
Disclaimer: This analysis is based on historical data and does not constitute investment advice. Securities markets involve risk; invest cautiously. Data updated T+0.
Ann. Excess Return
59.30%
Beta
0.07
Ann. Alpha
71.68%
Information Ratio
1.98
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 41.76%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 71.68%.
- A low Beta value (0.07) indicates the stock's volatility is lower than the market average.
- The stock's risk level is similar to the benchmark index.
- A high Information Ratio (1.98) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
T
SPY
Excess/Diff.
Total Return
68.40%
11.68%
56.72%
Annualized Return
73.35%
14.05%
59.30%
Risk Metrics
Metric
T
SPY
Ratio/Diff.
Annualized Volatility
23.25%
20.43%
1.14x
Max Drawdown
8.57%
18.76%
0.46x
Sharpe Ratio
3.03
0.54
2.49
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.07
Lower than market
Low Volatility
Annualized Alpha
71.68%
Positive Alpha
Good
Information Ratio
1.98
High IR
Excellent
Correlation Coeff.
0.06
Weakly Correlated
Weak Link
R-Squared
0.42%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
32.73%
Captures part of up moves
Down Capture Ratio
-21.11%
Rises when market falls