+108.1%
AME vs ABCL
-81.3%
+189.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +0.6% | +0.7% | -0.1% | +0.6% |
| 30D | -6.7% | +93.1% | -99.8% | -10.6% |
| 3M | +4.1% | +79.4% | -75.4% | -0.2% |
| 6M | +1.6% | +214.9% | -213.3% | -6.2% |
| YTD | +16.1% | +234.2% | -218.1% | +6.4% |
| 1Y | +27.3% | +174.8% | -147.4% | +17.5% |
| 3Y | +50.9% | +104.5% | -53.6% | +37.4% |
| 5Y | +81.4% | -39.0% | +120.4% | +68.5% |
| All | +108.1% | -81.3% | +189.4% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling