+268.3%
AMD vs ABT
-3.3%
+271.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.5% | +14.3% | +14.7% |
| 7D | +6.5% | +1.0% | +5.5% | +6.3% |
| 30D | -15.3% | +11.6% | -26.9% | -16.8% |
| 3M | +9.7% | +2.3% | +7.4% | +9.2% |
| 6M | +13.2% | +32.7% | -19.6% | +4.4% |
| YTD | +140.6% | -9.6% | +150.2% | +155.4% |
| 1Y | +111.2% | -10.1% | +121.2% | +124.5% |
| 3Y | +334.4% | +25.2% | +309.2% | +244.3% |
| 5Y | +268.3% | -4.5% | +272.9% | +285.8% |
| All | +268.3% | -3.3% | +271.7% | +285.8% |
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