+204.4%
ABT vs AMT
+94.9%
+109.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | -2.1% | +1.8% | -4.0% | -2.9% |
| 3M | +17.4% | -6.2% | +23.6% | +20.0% |
| 6M | -2.4% | -5.0% | +2.6% | -1.0% |
| YTD | -14.2% | +2.1% | -16.3% | -15.8% |
| 1Y | -18.3% | -5.7% | -12.6% | -17.4% |
| 3Y | +11.5% | +7.9% | +3.6% | +3.6% |
| 5Y | -9.9% | -32.3% | +22.4% | +1.7% |
| 10Y | +204.4% | +95.0% | +109.4% | +150.3% |
| All | +204.4% | +94.9% | +109.5% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling