+11.5%
ABT vs AMC
-67.8%
+79.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.6% |
| 7D | -3.1% | -0.8% | -2.4% | -3.1% |
| 30D | -2.1% | -1.2% | -1.0% | -2.1% |
| 3M | +17.4% | +42.2% | -24.8% | +17.2% |
| 6M | -2.4% | +118.8% | -121.2% | -2.4% |
| YTD | -14.2% | +64.1% | -78.3% | -14.4% |
| 1Y | -18.3% | -9.5% | -8.8% | -18.7% |
| 3Y | +11.5% | -64.3% | +75.9% | +6.3% |
| All | +11.5% | -67.8% | +79.3% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling