+1.3%
AMCR vs ABCL
-81.2%
+82.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -2.4% | -3.3% | +0.9% | -2.2% |
| 30D | +3.6% | -7.1% | +10.7% | +3.8% |
| 3M | -4.2% | +4.7% | -8.9% | -4.9% |
| 6M | +15.5% | +140.9% | -125.4% | +8.2% |
| YTD | +9.7% | +236.0% | -226.2% | +0.4% |
| 1Y | +8.3% | +217.4% | -209.1% | -0.7% |
| 3Y | +15.4% | +188.7% | -173.3% | +3.4% |
| 5Y | -9.1% | -23.5% | +14.4% | -16.0% |
| All | +1.3% | -81.2% | +82.5% | -3.4% |
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 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