+91.0%
AMGN vs ABCL
+185.8%
-94.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +1.1% | -3.3% | +4.4% | +1.4% |
| 30D | +9.3% | -7.1% | +16.4% | +9.6% |
| 3M | +12.1% | +4.7% | +7.4% | +11.2% |
| 6M | +40.3% | +140.9% | -100.6% | +29.3% |
| YTD | +45.2% | +236.0% | -190.8% | +29.0% |
| 1Y | +42.4% | +217.4% | -175.0% | +27.0% |
| 3Y | +91.0% | +188.7% | -97.7% | +68.3% |
| All | +91.0% | +185.8% | -94.8% | +68.3% |
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