+95.0%
AMDL vs ABCL
+138.9%
-43.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +9.8% |
| 7D | +4.5% | +0.7% | +3.8% | +4.1% |
| 30D | -4.4% | +93.1% | -97.5% | -35.4% |
| 3M | -30.5% | +79.4% | -109.9% | -51.4% |
| 6M | +300.9% | +214.9% | +86.0% | +106.6% |
| YTD | +219.9% | +234.2% | -14.3% | +56.4% |
| 1Y | +374.7% | +174.8% | +200.0% | +155.7% |
| All | +95.0% | +138.9% | -43.8% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling