+117.1%
AMAT vs ABCL
-30.0%
+147.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.4% | -4.2% | -11.7% |
| 7D | -24.3% | -14.9% | -9.4% | -21.8% |
| 30D | -39.8% | -15.4% | -24.4% | -37.8% |
| 3M | -40.2% | +88.0% | -128.2% | -48.5% |
| 6M | -22.1% | +138.8% | -161.0% | -37.0% |
| YTD | +24.7% | +225.4% | -200.8% | -6.7% |
| 1Y | +33.3% | +137.3% | -104.1% | +5.8% |
| 3Y | +133.9% | +136.8% | -2.9% | +72.0% |
| 5Y | +117.1% | -26.2% | +143.3% | +84.4% |
| All | +117.1% | -30.0% | +147.1% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling