-99.8%
AMIX vs ABCL
+113.6%
-213.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -13.7% | +0.7% | -14.4% | -13.9% |
| 30D | -62.1% | +93.1% | -155.1% | -70.2% |
| 3M | -46.2% | +79.4% | -125.6% | -57.3% |
| 6M | -46.4% | +214.9% | -261.3% | -62.6% |
| YTD | -60.3% | +234.2% | -294.5% | -72.9% |
| 1Y | -79.7% | +174.8% | -254.4% | -85.5% |
| All | -99.8% | +113.6% | -213.4% | -99.9% |
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