+20.7%
AMDL vs ABCL
+132.6%
-111.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -9.4% | -25.5% | -30.0% |
| 7D | -52.7% | -14.9% | -37.8% | -46.9% |
| 30D | -65.3% | -15.4% | -49.9% | -60.6% |
| 3M | -40.8% | +88.0% | -128.8% | -58.0% |
| 6M | -12.9% | +138.8% | -151.7% | -46.5% |
| YTD | +98.0% | +225.4% | -127.4% | +1.7% |
| 1Y | +30.1% | +137.3% | -107.2% | -22.0% |
| All | +20.7% | +132.6% | -111.9% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling