+1.3%
AMCR vs ABCL
-81.0%
+82.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -1.2% |
| 7D | -4.5% | +4.4% | -8.9% | -4.7% |
| 30D | +4.9% | -7.9% | +12.7% | +5.1% |
| 3M | -4.6% | +12.2% | -16.8% | -5.6% |
| 6M | +15.2% | +134.7% | -119.6% | +8.0% |
| YTD | +9.7% | +239.8% | -230.0% | +0.3% |
| 1Y | +10.5% | +192.7% | -182.2% | +1.7% |
| 3Y | +13.8% | +187.6% | -173.8% | +2.1% |
| 5Y | -9.1% | -22.6% | +13.5% | -16.0% |
| All | +1.3% | -81.0% | +82.3% | -3.5% |
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