+199.0%
AMD vs ABT
-2.1%
+201.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.2% | +14.3% | +11.4% |
| 7D | -11.0% | +3.5% | -14.6% | -11.5% |
| 30D | -30.5% | +12.0% | -42.5% | -31.7% |
| 3M | -8.2% | +2.5% | -10.7% | -8.7% |
| 6M | +6.6% | +29.1% | -22.5% | -0.9% |
| YTD | +109.7% | -10.1% | +119.8% | +122.7% |
| 1Y | +88.9% | -9.8% | +98.7% | +100.1% |
| 3Y | +301.8% | +23.3% | +278.6% | +222.3% |
| All | +199.0% | -2.1% | +201.1% | +213.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling