-2.6%
AMC vs GSK
+31.2%
-33.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.3% | +4.3% |
| 7D | +2.3% | -1.8% | +4.1% | +2.3% |
| 30D | -0.7% | -2.2% | +1.4% | -0.7% |
| 3M | +35.2% | -1.8% | +37.0% | +35.1% |
| 6M | +124.6% | -10.6% | +135.2% | +131.8% |
| YTD | +69.9% | +4.4% | +65.4% | +74.2% |
| 1Y | -2.6% | +30.4% | -33.0% | +3.6% |
| All | -2.6% | +31.2% | -33.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling