+105.4%
AMT vs BIIB
-30.8%
+136.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | +1.5% | -5.4% | +6.8% | +2.2% |
| 30D | +3.7% | +1.7% | +2.0% | +3.5% |
| 3M | -7.2% | +5.8% | -13.0% | -8.1% |
| 6M | -4.2% | +11.9% | -16.1% | -6.0% |
| YTD | +1.9% | +19.7% | -17.9% | -1.1% |
| 1Y | -6.4% | +46.7% | -53.1% | -11.7% |
| 3Y | +7.7% | -18.6% | +26.4% | +8.9% |
| 5Y | -30.9% | -29.8% | -1.1% | -29.8% |
| 10Y | +105.4% | -28.8% | +134.2% | +102.6% |
| All | +105.4% | -30.8% | +136.2% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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