-97.5%
AMC vs GSK
+89.2%
-186.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +5.5% | +5.2% | +0.3% | +4.9% |
| 30D | +16.1% | +10.2% | +5.9% | +14.9% |
| 3M | +43.0% | -0.9% | +43.9% | +43.1% |
| 6M | +130.7% | +3.5% | +127.2% | +129.0% |
| YTD | +121.8% | +7.2% | +114.6% | +120.1% |
| 1Y | +40.7% | +12.0% | +28.6% | +38.9% |
| 3Y | -56.8% | +67.3% | -124.1% | -59.9% |
| 5Y | -99.1% | +45.3% | -144.4% | -99.2% |
| 10Y | -98.7% | +101.8% | -200.4% | -98.9% |
| All | -97.5% | +89.2% | -186.6% | -97.9% |
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 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