+681.0%
ABBV vs AMC
-98.1%
+779.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.8% | -1.4% |
| 7D | +0.4% | +2.3% | -1.9% | +0.4% |
| 30D | +4.2% | -0.7% | +4.9% | +4.2% |
| 3M | +14.8% | +35.2% | -20.4% | +14.7% |
| 6M | +10.3% | +124.6% | -114.3% | +10.0% |
| YTD | +14.9% | +69.9% | -55.0% | +14.7% |
| 1Y | +24.1% | -2.6% | +26.7% | +24.1% |
| 3Y | +91.9% | -79.8% | +171.7% | +92.1% |
| 5Y | +176.0% | -99.4% | +275.4% | +177.0% |
| 10Y | +502.9% | -98.9% | +601.8% | +537.7% |
| All | +681.0% | -98.1% | +779.1% | +669.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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