-97.7%
AMC vs BIIB
-8.8%
-88.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.7% |
| 7D | +2.6% | -2.1% | +4.7% | +3.0% |
| 30D | +9.0% | +11.8% | -2.8% | +7.2% |
| 3M | +22.2% | +20.4% | +1.8% | +18.9% |
| 6M | +91.5% | +30.2% | +61.2% | +83.1% |
| YTD | +101.3% | +41.1% | +60.2% | +90.0% |
| 1Y | +20.8% | +58.4% | -37.7% | +12.0% |
| 3Y | -71.3% | -0.1% | -71.2% | -71.7% |
| 5Y | -99.2% | -10.9% | -88.4% | -99.3% |
| 10Y | -98.7% | -10.3% | -88.4% | -98.8% |
| All | -97.7% | -8.8% | -88.9% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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