+603.7%
ABBV vs AMT
+116.9%
+486.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.5% | +0.4% | +1.2% | +1.4% |
| 30D | +6.7% | +3.7% | +3.0% | +5.6% |
| 3M | +19.9% | +10.7% | +9.2% | +16.4% |
| 6M | +47.5% | +9.3% | +38.2% | +43.3% |
| YTD | +32.2% | +10.9% | +21.3% | +27.4% |
| 1Y | +37.8% | +10.5% | +27.3% | +32.9% |
| 3Y | +134.8% | +15.5% | +119.2% | +120.9% |
| 5Y | +203.0% | -20.6% | +223.6% | +213.4% |
| 10Y | +603.7% | +124.5% | +479.1% | +487.1% |
| All | +603.7% | +116.9% | +486.8% | +487.1% |
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