+47.7%
AMGN vs ABCL
+199.8%
-152.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.8% |
| 7D | 0.0% | +12.4% | -12.5% | -0.6% |
| 30D | +12.1% | -0.4% | +12.5% | +12.0% |
| 3M | +13.9% | +80.4% | -66.5% | +10.5% |
| 6M | +42.1% | +138.5% | -96.4% | +35.0% |
| YTD | +45.0% | +265.5% | -220.5% | +31.1% |
| All | +47.7% | +199.8% | -152.0% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling