+802.2%
ABBV vs AMC
-97.6%
+899.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | -0.2% |
| 7D | +2.2% | +8.4% | -6.3% | +2.1% |
| 30D | +8.0% | +9.2% | -1.2% | +8.0% |
| 3M | +19.1% | +32.0% | -12.9% | +19.0% |
| 6M | +43.5% | +149.3% | -105.7% | +43.2% |
| YTD | +32.7% | +114.1% | -81.4% | +32.5% |
| 1Y | +30.0% | +35.8% | -5.7% | +29.9% |
| 3Y | +134.7% | -58.3% | +193.1% | +134.7% |
| 5Y | +200.7% | -99.2% | +299.8% | +201.6% |
| 10Y | +601.3% | -98.8% | +700.1% | +659.4% |
| All | +802.2% | -97.6% | +899.8% | +788.6% |
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