-98.1%
AMC vs GSK
+84.2%
-182.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.3% | +4.5% |
| 7D | +2.3% | -1.8% | +4.1% | +2.5% |
| 30D | -0.7% | -2.2% | +1.4% | -0.6% |
| 3M | +35.2% | -1.8% | +37.0% | +35.1% |
| 6M | +124.6% | -10.6% | +135.2% | +127.2% |
| YTD | +69.9% | +4.4% | +65.4% | +69.0% |
| 1Y | -2.6% | +30.4% | -33.0% | -5.6% |
| 3Y | -79.8% | +60.1% | -139.8% | -81.1% |
| 5Y | -99.4% | +46.8% | -146.2% | -99.4% |
| 10Y | -98.9% | +79.2% | -178.1% | -99.0% |
| All | -98.1% | +84.2% | -182.3% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling