+195.2%
AMD vs ABT
-16.1%
+211.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.4% |
| 7D | +2.6% | -3.7% | +6.3% | 0.0% |
| 30D | -0.9% | +2.5% | -3.4% | +1.0% |
| 3M | -8.7% | +20.2% | -28.9% | +3.9% |
| 6M | +136.3% | -2.9% | +139.3% | +157.8% |
| YTD | +123.0% | -11.9% | +134.9% | +135.5% |
| 1Y | +195.2% | -16.5% | +211.7% | +200.5% |
| All | +195.2% | -16.1% | +211.3% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling