+92.1%
AMDL vs ABCL
+160.4%
-68.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +5.4% | +2.3% | +3.1% | +7.3% |
| 30D | -36.6% | -0.7% | -35.9% | -33.0% |
| 3M | -1.0% | +33.4% | -34.4% | -11.1% |
| 6M | -12.1% | +137.8% | -149.9% | -46.2% |
| YTD | +215.1% | +264.3% | -49.2% | +53.9% |
| 1Y | +130.4% | +209.2% | -78.8% | +22.1% |
| All | +92.1% | +160.4% | -68.3% | -17.8% |
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