-71.3%
AMC vs GSK
+63.2%
-134.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +2.6% | +1.7% | +1.0% | +2.6% |
| 30D | +9.0% | +7.0% | +2.0% | +8.8% |
| 3M | +22.2% | -2.7% | +24.8% | +22.2% |
| 6M | +91.5% | +1.4% | +90.0% | +90.9% |
| YTD | +101.3% | +5.3% | +95.9% | +103.3% |
| 1Y | +20.8% | +10.6% | +10.1% | +22.0% |
| 3Y | -71.3% | +62.6% | -133.9% | -73.9% |
| All | -71.3% | +63.2% | -134.5% | -73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling