+19.3%
ABT vs AME
+63.5%
-44.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | -5.6% | +8.1% | -13.7% | -5.8% |
| 30D | +5.2% | -3.8% | +8.9% | +5.3% |
| 3M | -2.7% | -6.6% | +3.9% | -2.4% |
| 6M | +28.8% | +4.6% | +24.3% | +28.1% |
| YTD | -12.3% | +17.9% | -30.2% | -13.6% |
| 1Y | -14.7% | +23.2% | -37.9% | -16.2% |
| All | +19.3% | +63.5% | -44.2% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling