-9.4%
ABT vs AME
+83.9%
-93.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | -4.7% | +1.3% | -6.1% | -5.1% |
| 30D | -3.1% | -6.6% | +3.4% | -1.4% |
| 3M | +16.1% | +3.0% | +13.2% | +14.7% |
| 6M | -5.3% | +5.3% | -10.6% | -7.3% |
| YTD | -14.4% | +15.4% | -29.9% | -18.7% |
| 1Y | -18.4% | +26.8% | -45.2% | -24.8% |
| 3Y | +11.2% | +56.5% | -45.3% | -9.1% |
| 5Y | -9.4% | +85.2% | -94.6% | -35.1% |
| All | -9.4% | +83.9% | -93.3% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling