+1,335.6%
ABBV vs AMT
+233.1%
+1,102.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.8% |
| 7D | -1.2% | +0.5% | -1.8% | -1.4% |
| 30D | +8.0% | +13.6% | -5.6% | +4.0% |
| 3M | +20.2% | +11.5% | +8.7% | +16.2% |
| 6M | +44.0% | +6.9% | +37.0% | +40.5% |
| YTD | +31.3% | +10.8% | +20.5% | +26.3% |
| 1Y | +37.0% | +10.3% | +26.7% | +31.8% |
| 3Y | +128.0% | +12.4% | +115.5% | +115.4% |
| 5Y | +196.9% | -20.1% | +217.0% | +205.7% |
| 10Y | +681.2% | +116.8% | +564.4% | +460.8% |
| All | +1,335.6% | +233.1% | +1,102.5% | +772.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling