-91.6%
AMIX vs ABCL
+138.2%
-229.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.4% |
| 7D | -25.1% | -10.0% | -15.1% | -21.4% |
| 30D | -54.5% | -10.9% | -43.6% | -52.3% |
| 3M | -91.7% | +101.6% | -193.4% | -94.6% |
| 6M | -79.4% | +167.5% | -247.0% | -88.4% |
| YTD | -86.1% | +259.1% | -345.1% | -93.0% |
| 1Y | -91.6% | +152.2% | -243.7% | -95.1% |
| All | -91.6% | +138.2% | -229.8% | -95.1% |
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