+9,703.6%
AMD vs ABT
+7,118.2%
+2,585.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.7% | -15.6% | -16.6% |
| 7D | -28.6% | +8.6% | -37.2% | -31.0% |
| 30D | -37.7% | +16.4% | -54.2% | -41.6% |
| 3M | -16.1% | +8.1% | -24.2% | -19.3% |
| 6M | +13.8% | +32.1% | -18.2% | -1.1% |
| YTD | +88.8% | -7.1% | +95.9% | +87.8% |
| 1Y | +57.8% | -6.5% | +64.3% | +56.3% |
| 3Y | +260.3% | +26.2% | +234.0% | +204.0% |
| 5Y | +196.6% | +0.9% | +195.7% | +177.9% |
| 10Y | +6,064.6% | +250.7% | +5,813.9% | +3,513.4% |
| All | +9,703.6% | +7,118.2% | +2,585.5% | +1,679.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling