+102.5%
AMDL vs ABCL
+140.1%
-37.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -1.1% | -16.4% | -17.0% |
| 7D | +37.2% | -3.3% | +40.5% | +39.8% |
| 30D | -24.0% | -7.1% | -16.9% | -17.1% |
| 3M | -1.0% | +4.7% | -5.8% | 0.0% |
| 6M | -3.2% | +140.9% | -144.1% | -41.4% |
| YTD | +232.2% | +236.0% | -3.7% | +68.7% |
| 1Y | +137.7% | +217.4% | -79.7% | +24.3% |
| All | +102.5% | +140.1% | -37.6% | -9.9% |
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