-99.3%
AMC vs ABCL
-30.0%
-69.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -9.4% | -3.1% | -9.4% |
| 7D | 0.0% | -14.9% | +14.9% | +5.2% |
| 30D | +4.4% | -15.4% | +19.8% | +9.6% |
| 3M | +15.4% | +88.0% | -72.7% | -12.1% |
| 6M | +93.7% | +138.8% | -45.1% | +28.9% |
| YTD | +97.4% | +225.4% | -128.0% | +13.1% |
| 1Y | +23.2% | +137.3% | -114.1% | -20.4% |
| 3Y | -71.3% | +136.8% | -208.1% | -84.3% |
| 5Y | -99.3% | -26.2% | -73.0% | -99.2% |
| All | -99.3% | -30.0% | -69.2% | -99.2% |
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 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