+1.3%
AMCR vs ABCL
-81.3%
+82.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -1.9% | +0.7% | -2.6% | -1.9% |
| 30D | -4.1% | +93.1% | -97.2% | -8.1% |
| 3M | +21.7% | +79.4% | -57.8% | +16.7% |
| 6M | +1.5% | +214.9% | -213.4% | -6.1% |
| YTD | +13.1% | +234.2% | -221.1% | +3.9% |
| 1Y | +13.0% | +174.8% | -161.8% | +4.3% |
| 3Y | +6.9% | +104.5% | -97.5% | -2.4% |
| 5Y | -10.5% | -39.0% | +28.6% | -16.9% |
| All | +1.3% | -81.3% | +82.5% | -3.1% |
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