-7.0%
ABT vs AMC
-99.4%
+92.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.8% | -0.5% |
| 7D | -3.7% | +2.3% | -6.0% | -3.7% |
| 30D | +2.5% | -0.7% | +3.2% | +2.5% |
| 3M | +20.2% | +35.2% | -15.0% | +19.0% |
| 6M | -2.9% | +124.6% | -127.5% | -4.9% |
| YTD | -11.9% | +69.9% | -81.8% | -13.4% |
| 1Y | -16.5% | -2.6% | -14.0% | -17.1% |
| 3Y | +12.1% | -79.8% | +91.9% | +13.9% |
| All | -7.0% | -99.4% | +92.4% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling