+105.4%
AMT vs GSK
+80.2%
+25.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.5% | -3.6% | +5.0% | +2.9% |
| 30D | +3.7% | -5.9% | +9.7% | +6.2% |
| 3M | -7.2% | -4.3% | -2.9% | -5.8% |
| 6M | -4.2% | -10.8% | +6.6% | -0.1% |
| YTD | +1.9% | +1.8% | +0.1% | -0.1% |
| 1Y | -6.4% | +23.5% | -29.8% | -16.1% |
| 3Y | +7.7% | +49.5% | -41.8% | -13.7% |
| 5Y | -30.9% | +49.7% | -80.6% | -46.3% |
| 10Y | +105.4% | +81.9% | +23.5% | +47.1% |
| All | +105.4% | +80.2% | +25.2% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GSK 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling