+272.5%
ABT vs AMC
-97.7%
+370.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.2% | -3.3% |
| 7D | +3.5% | +2.6% | +0.9% | +3.5% |
| 30D | +12.0% | +9.0% | +3.0% | +11.9% |
| 3M | +2.5% | +22.2% | -19.7% | +2.1% |
| 6M | +29.1% | +91.5% | -62.4% | +27.6% |
| YTD | -10.1% | +101.3% | -111.4% | -11.2% |
| 1Y | -9.8% | +20.8% | -30.6% | -10.4% |
| 3Y | +23.3% | -71.3% | +94.6% | +23.6% |
| 5Y | -2.4% | -99.2% | +96.9% | +0.6% |
| 10Y | +239.4% | -98.7% | +338.1% | +268.0% |
| All | +272.5% | -97.7% | +370.3% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling