+264.9%
ABT vs AMC
-98.1%
+362.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.5% |
| 6M | -2.9% | +124.6% | -127.5% | -4.2% |
| YTD | -11.9% | +69.9% | -81.8% | -12.8% |
| 1Y | -16.5% | -2.6% | -14.0% | -16.9% |
| 3Y | +12.1% | -79.8% | +91.9% | +12.7% |
| 5Y | -7.4% | -99.4% | +92.0% | -4.3% |
| 10Y | +210.7% | -98.9% | +309.6% | +236.0% |
| All | +264.9% | -98.1% | +362.9% | +273.4% |
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