+485.4%
ABBV vs AMT
+94.9%
+390.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +1.1% | +1.8% | -0.7% | +0.6% |
| 3M | +12.3% | -6.2% | +18.5% | +14.0% |
| 6M | +9.8% | -5.0% | +14.8% | +10.8% |
| YTD | +11.5% | +2.1% | +9.4% | +10.1% |
| 1Y | +22.3% | -5.7% | +28.0% | +23.3% |
| 3Y | +85.2% | +7.9% | +77.2% | +77.7% |
| 5Y | +170.8% | -32.3% | +203.2% | +193.2% |
| 10Y | +485.4% | +95.0% | +390.4% | +427.9% |
| All | +485.4% | +94.9% | +390.5% | +427.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling