+7.0%
AMT vs GSK
+62.2%
-55.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.6% |
| 7D | -0.2% | -1.8% | +1.6% | +0.3% |
| 30D | +4.6% | -2.2% | +6.8% | +5.2% |
| 3M | -8.4% | -1.8% | -6.6% | -8.1% |
| 6M | -6.0% | -10.6% | +4.6% | -3.6% |
| YTD | +2.1% | +4.4% | -2.3% | +0.2% |
| 1Y | -6.4% | +30.4% | -36.8% | -14.2% |
| All | +7.0% | +62.2% | -55.2% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling