+278.9%
AMAT vs ABCL
-81.8%
+360.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.4% | -4.2% | -11.9% |
| 7D | -24.3% | -14.9% | -9.4% | -22.0% |
| 30D | -39.8% | -15.4% | -24.4% | -37.9% |
| 3M | -40.2% | +88.0% | -128.2% | -47.8% |
| 6M | -22.1% | +138.8% | -161.0% | -35.6% |
| YTD | +24.7% | +225.4% | -200.8% | -3.8% |
| 1Y | +33.3% | +137.3% | -104.1% | +8.4% |
| 3Y | +133.9% | +136.8% | -2.9% | +77.9% |
| 5Y | +117.1% | -26.2% | +143.3% | +89.4% |
| All | +278.9% | -81.8% | +360.6% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling