+421.1%
AMD vs ABCL
-81.3%
+502.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.0% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | -0.9% | +93.1% | -94.0% | -16.3% |
| 3M | -8.7% | +79.4% | -88.2% | -22.2% |
| 6M | +136.3% | +214.9% | -78.5% | +76.0% |
| YTD | +123.0% | +234.2% | -111.2% | +61.9% |
| 1Y | +195.2% | +174.8% | +20.4% | +121.7% |
| 3Y | +336.3% | +104.5% | +231.9% | +220.5% |
| 5Y | +334.5% | -39.0% | +373.5% | +276.5% |
| All | +421.1% | -81.3% | +502.3% | +350.2% |
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