+390.0%
AMD vs ABCL
-80.5%
+470.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.7% | +4.3% | +9.5% |
| 7D | -11.0% | -3.2% | -7.9% | -10.0% |
| 30D | -30.5% | -7.4% | -23.1% | -28.9% |
| 3M | -8.2% | +81.9% | -90.2% | -21.1% |
| 6M | +6.6% | +135.7% | -129.2% | -15.2% |
| YTD | +109.7% | +247.4% | -137.7% | +51.2% |
| 1Y | +88.9% | +162.3% | -73.3% | +44.2% |
| 3Y | +301.8% | +165.5% | +136.4% | +181.0% |
| 5Y | +229.4% | -21.3% | +250.6% | +178.2% |
| All | +390.0% | -80.5% | +470.5% | +320.5% |
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