+140.1%
AMT vs GSK
+103.9%
+36.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.2% | +0.5% | -2.6% | -2.4% |
| 30D | +5.8% | +9.4% | -3.7% | +1.8% |
| 3M | +12.6% | +1.6% | +11.0% | +11.5% |
| 6M | +8.3% | +1.3% | +7.0% | +7.2% |
| YTD | +11.4% | +6.0% | +5.4% | +7.2% |
| 1Y | +7.7% | +9.1% | -1.4% | +2.3% |
| 3Y | +14.8% | +65.4% | -50.6% | -12.7% |
| 5Y | -18.0% | +43.0% | -60.9% | -34.3% |
| All | +140.1% | +103.9% | +36.2% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling