+376.3%
AMD vs ABCL
-39.9%
+416.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.9% |
| 7D | +10.0% | +1.4% | +8.6% | +9.6% |
| 30D | +4.6% | +65.1% | -60.4% | -9.8% |
| 3M | +3.1% | +111.1% | -107.9% | -17.8% |
| 6M | +162.8% | +231.6% | -68.8% | +84.5% |
| YTD | +136.2% | +234.5% | -98.4% | +63.0% |
| 1Y | +234.0% | +174.3% | +59.7% | +139.8% |
| 3Y | +376.7% | +111.5% | +265.2% | +231.2% |
| 5Y | +376.3% | -37.3% | +413.6% | +323.7% |
| All | +376.3% | -39.9% | +416.2% | +323.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling