+9.5%
GSK vs AME
+24.0%
-14.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +1.1% | +5.9% | -4.7% | +0.8% |
| 30D | +6.3% | -1.9% | +8.3% | +6.1% |
| 3M | +1.8% | -5.4% | +7.2% | +2.5% |
| 6M | +1.7% | +4.9% | -3.3% | -1.0% |
| YTD | +6.5% | +18.5% | -11.9% | -2.3% |
| 1Y | +9.5% | +25.5% | -16.0% | -4.0% |
| All | +9.5% | +24.0% | -14.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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