+108.5%
AMD vs ABT
-9.7%
+118.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.5% | +12.7% | +13.6% |
| 7D | +8.9% | +0.3% | +8.6% | +9.2% |
| 30D | -16.4% | +11.6% | -28.0% | -9.1% |
| 3M | +5.2% | +3.1% | +2.1% | +9.0% |
| 6M | +11.7% | +32.8% | -21.1% | +34.3% |
| YTD | +137.5% | -9.6% | +147.1% | +171.4% |
| All | +108.5% | -9.7% | +118.1% | +139.1% |
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 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