+439.7%
AMAT vs ABCL
-81.3%
+520.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -14.8% | +93.1% | -107.9% | -25.8% |
| 3M | -9.3% | +79.4% | -88.7% | -20.3% |
| 6M | +27.4% | +214.9% | -187.5% | +0.1% |
| YTD | +77.6% | +234.2% | -156.6% | +36.5% |
| 1Y | +188.9% | +174.8% | +14.2% | +128.7% |
| 3Y | +202.3% | +104.5% | +97.8% | +135.2% |
| 5Y | +248.9% | -39.0% | +287.9% | +209.9% |
| All | +439.7% | -81.3% | +520.9% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling