-0.2%
AMCR vs ABCL
-81.9%
+81.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.5% |
| 7D | -6.3% | -2.7% | -3.5% | -6.1% |
| 30D | -7.1% | +18.3% | -25.4% | -8.2% |
| 3M | +12.7% | +108.5% | -95.8% | +7.1% |
| 6M | +5.2% | +213.9% | -208.8% | -2.7% |
| YTD | +8.1% | +223.1% | -215.0% | -0.6% |
| 1Y | +11.7% | +160.6% | -148.9% | +3.4% |
| 3Y | +9.9% | +104.3% | -94.3% | +0.4% |
| 5Y | -8.7% | -40.0% | +31.4% | -15.1% |
| All | -0.2% | -81.9% | +81.7% | -4.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling