+199.8%
ABBV vs AMT
-20.2%
+220.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.6% |
| 7D | -1.2% | +0.5% | -1.8% | -1.3% |
| 30D | +8.0% | +13.6% | -5.6% | +5.1% |
| 3M | +20.2% | +11.5% | +8.7% | +17.3% |
| 6M | +44.0% | +6.9% | +37.0% | +41.5% |
| YTD | +31.3% | +10.8% | +20.5% | +27.8% |
| 1Y | +37.0% | +10.3% | +26.7% | +33.4% |
| 3Y | +128.0% | +12.4% | +115.5% | +120.9% |
| All | +199.8% | -20.2% | +220.0% | +208.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling