+6,351.7%
AMD vs ABT
+234.7%
+6,117.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.2% | +14.3% | +12.6% |
| 7D | -11.0% | +3.5% | -14.6% | -12.8% |
| 30D | -30.5% | +12.0% | -42.5% | -34.9% |
| 3M | -8.2% | +2.5% | -10.7% | -10.4% |
| 6M | +6.6% | +29.1% | -22.5% | -11.3% |
| YTD | +109.7% | -10.1% | +119.8% | +115.5% |
| 1Y | +88.9% | -9.8% | +98.7% | +93.2% |
| 3Y | +301.8% | +23.3% | +278.6% | +203.3% |
| 5Y | +229.4% | -2.4% | +231.7% | +200.1% |
| All | +6,351.7% | +234.7% | +6,117.0% | +2,270.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling