+129.7%
AMGN vs ABCL
-81.3%
+210.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.5% |
| 7D | +1.1% | +0.7% | +0.4% | +1.1% |
| 30D | +7.8% | +93.1% | -85.2% | +4.4% |
| 3M | +27.3% | +79.4% | -52.2% | +23.3% |
| 6M | +16.8% | +214.9% | -198.0% | +9.9% |
| YTD | +36.3% | +234.2% | -197.9% | +27.5% |
| 1Y | +60.4% | +174.8% | -114.3% | +51.0% |
| 3Y | +86.3% | +104.5% | -18.1% | +73.2% |
| 5Y | +125.7% | -39.0% | +164.7% | +110.1% |
| All | +129.7% | -81.3% | +210.9% | +109.8% |
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