-7.4%
ABT vs AMC
-99.2%
+91.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.2% |
| 7D | -1.3% | +3.5% | -4.8% | -1.4% |
| 30D | +6.0% | +12.5% | -6.4% | +5.7% |
| 3M | -1.9% | +23.6% | -25.4% | -2.4% |
| 6M | +31.2% | +144.4% | -113.2% | +28.1% |
| YTD | -11.2% | +108.3% | -119.6% | -13.2% |
| 1Y | -14.0% | +38.9% | -52.8% | -15.2% |
| 3Y | +20.7% | -58.9% | +79.5% | +20.7% |
| All | -7.4% | -99.2% | +91.8% | -3.5% |
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 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