-32.3%
AMT vs BIIB
-35.6%
+3.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.5% |
| 7D | -0.2% | -1.6% | +1.5% | +0.1% |
| 30D | +1.8% | +2.2% | -0.3% | +1.4% |
| 3M | -6.2% | +10.3% | -16.5% | -7.9% |
| 6M | -5.0% | +14.9% | -19.9% | -7.6% |
| YTD | +2.1% | +20.7% | -18.7% | -1.9% |
| 1Y | -5.7% | +50.3% | -56.1% | -13.1% |
| 3Y | +7.9% | -18.0% | +25.9% | +9.8% |
| 5Y | -32.3% | -33.9% | +1.6% | -29.5% |
| All | -32.3% | -35.6% | +3.3% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling