+201.2%
ABT vs AME
+427.9%
-226.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -5.8% | -8.6% | +2.8% | -2.4% |
| 3M | +16.7% | +5.8% | +11.0% | +13.4% |
| 6M | -5.2% | +3.8% | -9.1% | -7.6% |
| YTD | -16.0% | +14.4% | -30.4% | -21.7% |
| 1Y | -18.3% | +25.8% | -44.0% | -27.2% |
| 3Y | +9.2% | +55.2% | -45.9% | -14.8% |
| 5Y | -11.6% | +85.5% | -97.1% | -38.0% |
| All | +201.2% | +427.9% | -226.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling