+1,431.6%
AMT vs GSK
+212.0%
+1,219.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| 3M | +11.5% | -2.7% | +14.1% | +12.4% |
| 6M | +6.9% | +1.4% | +5.5% | +5.8% |
| YTD | +10.8% | +5.3% | +5.5% | +7.2% |
| 1Y | +10.3% | +10.6% | -0.3% | +4.6% |
| 3Y | +12.4% | +62.6% | -50.2% | -11.0% |
| 5Y | -20.1% | +41.7% | -61.8% | -34.1% |
| 10Y | +116.8% | +104.7% | +12.1% | +52.1% |
| All | +1,431.6% | +212.0% | +1,219.6% | +718.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling