-80.6%
AMC vs ABCL
+104.5%
-185.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | -0.7% | +93.1% | -93.8% | -14.2% |
| 3M | +35.2% | +79.4% | -44.2% | +16.1% |
| 6M | +124.6% | +214.9% | -90.3% | +69.1% |
| YTD | +69.9% | +234.2% | -164.3% | +25.2% |
| 1Y | -2.6% | +174.8% | -177.3% | -26.4% |
| All | -80.6% | +104.5% | -185.0% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling