+135.1%
ABBV vs AMT
+16.9%
+118.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +1.3% | +1.5% | -0.2% | +0.9% |
| 30D | +4.7% | +6.8% | -2.1% | +3.0% |
| 3M | +18.3% | +11.2% | +7.1% | +15.2% |
| 6M | +43.4% | +12.5% | +30.9% | +38.9% |
| YTD | +33.0% | +12.5% | +20.5% | +28.5% |
| 1Y | +30.8% | +10.1% | +20.7% | +27.1% |
| 3Y | +135.1% | +16.0% | +119.1% | +135.3% |
| All | +135.1% | +16.9% | +118.2% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling