-4.2%
ABT vs AMC
-99.3%
+95.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.2% | -3.3% |
| 7D | +3.5% | +2.6% | +0.9% | +3.4% |
| 30D | +12.0% | +9.0% | +3.0% | +11.8% |
| 3M | +2.5% | +22.2% | -19.7% | +1.9% |
| 6M | +29.1% | +91.5% | -62.4% | +26.7% |
| YTD | -10.1% | +101.3% | -111.4% | -12.0% |
| 1Y | -9.8% | +20.8% | -30.6% | -10.9% |
| 3Y | +23.3% | -71.3% | +94.6% | +24.7% |
| All | -4.2% | -99.3% | +95.0% | +3.1% |
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