+85.8%
AMDL vs ABCL
+152.2%
-66.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +6.7% | +15.5% | +18.4% |
| 7D | -26.2% | -3.2% | -23.0% | -22.5% |
| 30D | -57.1% | -7.4% | -49.7% | -53.1% |
| 3M | -29.8% | +81.9% | -111.8% | -48.4% |
| 6M | -22.2% | +135.7% | -157.9% | -54.6% |
| YTD | +142.1% | +247.4% | -105.2% | +7.2% |
| 1Y | +85.8% | +162.3% | -76.4% | -4.9% |
| All | +85.8% | +152.2% | -66.4% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling