+182.6%
ABBV vs AMT
-31.6%
+214.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +4.2% | +4.6% | -0.5% | +3.2% |
| 3M | +14.8% | -8.4% | +23.3% | +16.7% |
| 6M | +10.3% | -6.0% | +16.3% | +11.4% |
| YTD | +14.9% | +2.1% | +12.8% | +13.9% |
| 1Y | +24.1% | -6.4% | +30.5% | +25.3% |
| 3Y | +91.9% | +8.1% | +83.9% | +87.9% |
| All | +182.6% | -31.6% | +214.2% | +204.8% |
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