-31.3%
AMT vs GSK
+48.0%
-79.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.5% |
| 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% | -3.3% |
| YTD | +2.1% | +4.4% | -2.3% | +0.1% |
| 1Y | -6.4% | +30.4% | -36.8% | -14.6% |
| 3Y | +8.1% | +60.1% | -52.0% | -9.0% |
| All | -31.3% | +48.0% | -79.3% | -42.7% |
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 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