-93.2%
AMC vs ABCL
-81.3%
-12.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | -0.7% | +93.1% | -93.8% | -21.6% |
| 3M | +35.2% | +79.4% | -44.2% | +5.7% |
| 6M | +124.6% | +214.9% | -90.3% | +45.1% |
| YTD | +69.9% | +234.2% | -164.3% | +5.6% |
| 1Y | -2.6% | +174.8% | -177.3% | -37.1% |
| 3Y | -79.8% | +104.5% | -184.2% | -87.0% |
| 5Y | -99.4% | -39.0% | -60.4% | -99.4% |
| All | -93.2% | -81.3% | -12.0% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling