+341.2%
AMD vs ABCL
-81.8%
+423.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.4% | -7.9% | -15.1% |
| 7D | -28.6% | -14.9% | -13.7% | -25.6% |
| 30D | -37.7% | -15.4% | -22.4% | -35.0% |
| 3M | -16.1% | +88.0% | -104.1% | -28.6% |
| 6M | +13.8% | +138.8% | -125.0% | -9.6% |
| YTD | +88.8% | +225.4% | -136.6% | +38.1% |
| 1Y | +57.8% | +137.3% | -79.5% | +23.1% |
| 3Y | +260.3% | +136.8% | +123.5% | +158.2% |
| 5Y | +196.6% | -26.2% | +222.9% | +154.1% |
| All | +341.2% | -81.8% | +423.0% | +284.1% |
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 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