+4.5%
AMCR vs ABCL
-79.6%
+84.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.8% | +2.3% | -6.1% | -3.9% |
| 30D | +8.3% | -0.7% | +9.0% | +8.2% |
| 3M | -2.7% | +33.4% | -36.1% | -4.7% |
| 6M | +16.7% | +137.8% | -121.1% | +9.5% |
| YTD | +13.2% | +264.3% | -251.1% | +3.1% |
| 1Y | +13.7% | +209.2% | -195.5% | +4.4% |
| 3Y | +17.4% | +208.4% | -191.0% | +4.9% |
| 5Y | -5.9% | -11.9% | +6.0% | -13.4% |
| All | +4.5% | -79.6% | +84.1% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling