+184.6%
GILD vs AMC
-98.2%
+282.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -0.8% |
| 7D | -4.8% | -7.2% | +2.3% | -4.7% |
| 30D | +5.8% | -2.8% | +8.5% | +5.8% |
| 3M | +14.9% | +7.9% | +7.0% | +14.6% |
| 6M | -0.4% | +119.6% | -120.0% | -1.6% |
| YTD | +18.5% | +57.7% | -39.2% | +17.5% |
| 1Y | +25.1% | -12.1% | +37.3% | +24.8% |
| 3Y | +105.9% | -66.5% | +172.4% | +105.9% |
| 5Y | +143.0% | -99.5% | +242.5% | +150.2% |
| 10Y | +162.4% | -99.0% | +261.3% | +186.3% |
| All | +184.6% | -98.2% | +282.8% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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