+110.1%
AME vs ABCL
-80.4%
+190.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.8% |
| 7D | +1.1% | -2.7% | +3.8% | +1.3% |
| 30D | -4.1% | -5.4% | +1.3% | -3.9% |
| 3M | -6.3% | +22.4% | -28.8% | -7.7% |
| 6M | +3.5% | +127.6% | -124.1% | -2.6% |
| YTD | +17.3% | +249.4% | -232.1% | +7.0% |
| 1Y | +22.0% | +198.0% | -176.0% | +12.2% |
| 3Y | +62.0% | +195.8% | -133.8% | +44.8% |
| 5Y | +78.5% | -20.6% | +99.1% | +65.1% |
| All | +110.1% | -80.4% | +190.5% | +101.9% |
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