-10.1%
ABT vs AMC
+43.0%
-53.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | +1.0% | +5.5% | -4.5% | +0.7% |
| 30D | +11.6% | +16.1% | -4.5% | +11.0% |
| 3M | +2.3% | +43.0% | -40.7% | +1.0% |
| 6M | +32.7% | +130.7% | -97.9% | +26.9% |
| YTD | -9.6% | +121.8% | -131.4% | -13.9% |
| 1Y | -10.1% | +40.7% | -50.7% | -10.5% |
| All | -10.1% | +43.0% | -53.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling