+61.1%
AME vs ABCL
+206.1%
-145.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -4.1% | +2.3% | -6.4% | -4.3% |
| 30D | -4.1% | -0.7% | -3.5% | -4.2% |
| 3M | -5.6% | +33.4% | -39.0% | -7.7% |
| 6M | +2.8% | +137.8% | -134.9% | -4.6% |
| YTD | +16.6% | +264.3% | -247.7% | +4.0% |
| 1Y | +21.1% | +209.2% | -188.1% | +9.1% |
| 3Y | +61.1% | +208.4% | -147.3% | +38.7% |
| All | +61.1% | +206.1% | -145.1% | +38.7% |
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 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