-99.1%
AMC vs ABCL
-8.0%
-91.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +5.5% | +2.3% | +3.2% | +5.0% |
| 30D | +16.1% | -0.7% | +16.8% | +15.7% |
| 3M | +43.0% | +33.4% | +9.6% | +27.6% |
| 6M | +130.7% | +137.8% | -7.1% | +55.6% |
| YTD | +121.8% | +264.3% | -142.5% | +23.0% |
| 1Y | +40.7% | +209.2% | -168.5% | -17.0% |
| 3Y | -56.8% | +208.4% | -265.2% | -79.1% |
| 5Y | -99.1% | -11.9% | -87.2% | -99.1% |
| All | -99.1% | -8.0% | -91.1% | -99.1% |
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