+6,616.3%
ABT vs AME
+18,999.6%
-12,383.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.0% |
| 7D | -5.6% | +8.1% | -13.7% | -7.3% |
| 30D | +5.2% | -3.8% | +8.9% | +5.8% |
| 3M | -2.7% | -6.6% | +3.9% | -1.6% |
| 6M | +28.8% | +4.6% | +24.3% | +26.7% |
| YTD | -12.3% | +17.9% | -30.2% | -16.2% |
| 1Y | -14.7% | +23.2% | -37.9% | -19.4% |
| 3Y | +21.6% | +62.9% | -41.4% | +6.4% |
| 5Y | -7.8% | +77.5% | -85.3% | -21.1% |
| 10Y | +222.5% | +444.7% | -222.2% | +117.7% |
| All | +6,616.3% | +18,999.6% | -12,383.3% | +2,520.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling