+6,642.4%
ABT vs AME
+18,709.1%
-12,066.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | +2.5% | -6.7% | +9.2% | +4.0% |
| 3M | +20.2% | +4.1% | +16.1% | +18.8% |
| 6M | -2.9% | +1.6% | -4.5% | -3.7% |
| YTD | -11.9% | +16.1% | -28.1% | -15.3% |
| 1Y | -16.5% | +27.3% | -43.9% | -21.6% |
| 3Y | +12.1% | +50.9% | -38.7% | +0.1% |
| 5Y | -7.4% | +81.4% | -88.8% | -20.9% |
| 10Y | +210.7% | +417.0% | -206.3% | +112.6% |
| All | +6,642.4% | +18,709.1% | -12,066.7% | +2,549.0% |
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