-92.0%
AMC vs ABCL
-80.5%
-11.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.7% | -4.8% | 0.0% |
| 7D | +2.6% | -3.2% | +5.8% | +3.4% |
| 30D | +9.0% | -7.4% | +16.4% | +10.8% |
| 3M | +22.2% | +81.9% | -59.8% | -2.0% |
| 6M | +91.5% | +135.7% | -44.3% | +36.0% |
| YTD | +101.3% | +247.4% | -146.1% | +22.9% |
| 1Y | +20.8% | +162.3% | -141.5% | -19.3% |
| 3Y | -71.3% | +165.5% | -236.8% | -83.3% |
| 5Y | -99.2% | -21.3% | -78.0% | -99.3% |
| All | -92.0% | -80.5% | -11.5% | -88.7% |
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