-99.2%
AMC vs GSK
+42.6%
-141.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +8.4% | +0.5% | +8.0% | +8.4% |
| 30D | +9.2% | +9.4% | -0.3% | +8.3% |
| 3M | +32.0% | +1.6% | +30.4% | +31.9% |
| 6M | +149.3% | +1.3% | +147.9% | +148.3% |
| YTD | +114.1% | +6.0% | +108.1% | +114.0% |
| 1Y | +35.8% | +9.1% | +26.7% | +35.4% |
| 3Y | -58.3% | +65.4% | -123.7% | -60.7% |
| 5Y | -99.2% | +43.0% | -142.1% | -99.3% |
| All | -99.2% | +42.6% | -141.8% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling