+1,202.2%
ABT vs AMT
+1,311.4%
-109.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +2.5% | +4.6% | -2.2% | +1.9% |
| 3M | +20.2% | -8.4% | +28.6% | +21.3% |
| 6M | -2.9% | -6.0% | +3.1% | -2.4% |
| YTD | -11.9% | +2.1% | -14.1% | -12.3% |
| 1Y | -16.5% | -6.4% | -10.2% | -16.1% |
| 3Y | +12.1% | +8.1% | +4.1% | +10.4% |
| 5Y | -7.4% | -31.9% | +24.5% | -4.5% |
| 10Y | +210.7% | +97.1% | +113.6% | +192.1% |
| All | +1,202.2% | +1,311.4% | -109.1% | +818.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling