-7.0%
ABT vs AMT
-31.6%
+24.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +2.5% | +4.6% | -2.2% | +0.9% |
| 3M | +20.2% | -8.4% | +28.6% | +23.4% |
| 6M | -2.9% | -6.0% | +3.1% | -1.4% |
| YTD | -11.9% | +2.1% | -14.1% | -13.3% |
| 1Y | -16.5% | -6.4% | -10.2% | -15.5% |
| 3Y | +12.1% | +8.1% | +4.1% | +5.5% |
| All | -7.0% | -31.6% | +24.6% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling