-20.3%
AMT vs GSK
+43.2%
-63.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +0.5% | +1.7% | -1.1% | +0.1% |
| 30D | +13.6% | +7.0% | +6.6% | +11.4% |
| 3M | +11.5% | -2.7% | +14.1% | +12.1% |
| 6M | +6.9% | +1.4% | +5.5% | +6.2% |
| YTD | +10.8% | +5.3% | +5.5% | +8.2% |
| 1Y | +10.3% | +10.6% | -0.3% | +6.1% |
| 3Y | +12.4% | +62.6% | -50.2% | -5.9% |
| All | -20.3% | +43.2% | -63.6% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling