+792.6%
ABBV vs AMC
-97.7%
+890.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +1.1% |
| 7D | -1.2% | +2.6% | -3.8% | -1.2% |
| 30D | +8.0% | +9.0% | -1.0% | +8.0% |
| 3M | +20.2% | +22.2% | -2.0% | +20.1% |
| 6M | +44.0% | +91.5% | -47.5% | +43.7% |
| YTD | +31.3% | +101.3% | -70.0% | +31.1% |
| 1Y | +37.0% | +20.8% | +16.2% | +36.9% |
| 3Y | +128.0% | -71.3% | +199.3% | +128.1% |
| 5Y | +196.9% | -99.2% | +296.2% | +197.9% |
| 10Y | +681.2% | -98.7% | +779.9% | +730.6% |
| All | +792.6% | -97.7% | +890.3% | +779.2% |
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