+6,695.8%
ABT vs AME
+19,084.4%
-12,388.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | -1.3% | +5.9% | -7.2% | -2.6% |
| 30D | +6.0% | -1.9% | +8.0% | +6.2% |
| 3M | -1.9% | -5.4% | +3.5% | -1.0% |
| 6M | +31.2% | +4.9% | +26.2% | +28.9% |
| YTD | -11.2% | +18.5% | -29.7% | -15.3% |
| 1Y | -14.0% | +25.5% | -39.4% | -19.0% |
| 3Y | +20.7% | +63.0% | -42.4% | +5.6% |
| 5Y | -6.7% | +78.3% | -85.0% | -20.2% |
| 10Y | +226.3% | +447.1% | -220.8% | +120.1% |
| All | +6,695.8% | +19,084.4% | -12,388.5% | +2,548.9% |
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