-91.6%
AMIX vs ABCL
+152.2%
-243.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.7% | -3.1% |
| 7D | -16.0% | -3.2% | -12.8% | -15.2% |
| 30D | -55.4% | -7.4% | -48.0% | -54.2% |
| 3M | -87.5% | +81.9% | -169.4% | -91.3% |
| 6M | -81.2% | +135.7% | -216.9% | -88.9% |
| YTD | -86.8% | +247.4% | -334.2% | -93.3% |
| 1Y | -91.6% | +162.3% | -253.8% | -95.2% |
| All | -91.6% | +152.2% | -243.8% | -95.2% |
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