+23.3%
ABT vs AMT
+10.5%
+12.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.6% | -2.5% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | +12.0% | +13.6% | -1.6% | +8.4% |
| 3M | +2.5% | +11.5% | -9.0% | -0.5% |
| 6M | +29.1% | +6.9% | +22.1% | +26.4% |
| YTD | -10.1% | +10.8% | -20.9% | -13.0% |
| 1Y | -9.8% | +10.3% | -20.2% | -12.7% |
| 3Y | +23.3% | +12.4% | +10.8% | +18.5% |
| All | +23.3% | +10.5% | +12.8% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling