-97.7%
AMC vs GSK
+85.9%
-183.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +2.6% | +1.7% | +1.0% | +2.5% |
| 30D | +9.0% | +7.0% | +2.0% | +8.2% |
| 3M | +22.2% | -2.7% | +24.8% | +22.5% |
| 6M | +91.5% | +1.4% | +90.0% | +90.5% |
| YTD | +101.3% | +5.3% | +95.9% | +100.1% |
| 1Y | +20.8% | +10.6% | +10.1% | +19.4% |
| 3Y | -71.3% | +62.6% | -133.9% | -73.3% |
| 5Y | -99.2% | +41.7% | -140.9% | -99.3% |
| 10Y | -98.7% | +104.7% | -203.4% | -98.9% |
| All | -97.7% | +85.9% | -183.6% | -98.1% |
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