-6.4%
AMT vs INCY
+45.3%
-51.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -0.2% | +1.9% | -2.1% | -0.4% |
| 30D | +4.6% | +5.8% | -1.2% | +4.1% |
| 3M | -8.4% | +25.2% | -33.6% | -9.9% |
| 6M | -6.0% | +28.2% | -34.2% | -7.8% |
| YTD | +2.1% | +28.3% | -26.2% | -0.3% |
| 1Y | -6.4% | +48.3% | -54.7% | -9.7% |
| All | -6.4% | +45.3% | -51.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 1y: compounded portfolio wealth divided by compounded INCY 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…
1y analysis · Full analysis span regression · 6 months rolling