+261.9%
AMD vs ABCL
+139.9%
+122.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.4% | -7.9% | -15.0% |
| 7D | -28.6% | -14.9% | -13.7% | -25.5% |
| 30D | -37.7% | -15.4% | -22.4% | -34.9% |
| 3M | -16.1% | +88.0% | -104.1% | -28.9% |
| 6M | +13.8% | +138.8% | -125.0% | -10.7% |
| YTD | +88.8% | +225.4% | -136.6% | +35.7% |
| 1Y | +57.8% | +137.3% | -79.5% | +21.0% |
| All | +261.9% | +139.9% | +122.0% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling