-91.7%
AMC vs ABCL
-81.2%
-10.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | +3.5% | -3.3% | +6.8% | +4.6% |
| 30D | +12.5% | -7.1% | +19.6% | +14.4% |
| 3M | +23.6% | +4.7% | +18.8% | +20.1% |
| 6M | +144.4% | +140.9% | +3.5% | +72.5% |
| YTD | +108.3% | +236.0% | -127.6% | +28.5% |
| 1Y | +38.9% | +217.4% | -178.5% | -12.8% |
| 3Y | -58.9% | +188.7% | -247.6% | -77.0% |
| 5Y | -99.2% | -23.5% | -75.7% | -99.3% |
| All | -91.7% | -81.2% | -10.5% | -88.2% |
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