+40.7%
ABBV vs AMT
+13.5%
+27.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -1.0% | +2.4% |
| 7D | +3.1% | +6.0% | -3.0% | +2.1% |
| 30D | +11.6% | +20.1% | -8.5% | +8.3% |
| 3M | +21.7% | +12.4% | +9.3% | +19.2% |
| 6M | +43.5% | +9.9% | +33.6% | +41.1% |
| YTD | +32.9% | +14.4% | +18.5% | +32.9% |
| 1Y | +40.7% | +12.4% | +28.2% | +41.4% |
| All | +40.7% | +13.5% | +27.1% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling