-12.3%
AMRZ vs ABCL
+138.2%
-150.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +5.2% |
| 7D | +10.3% | -10.0% | +20.3% | +10.8% |
| 30D | +18.7% | -10.9% | +29.6% | +19.3% |
| 3M | -14.6% | +101.6% | -116.3% | -19.6% |
| 6M | -12.9% | +167.5% | -180.4% | -22.1% |
| YTD | -17.4% | +259.1% | -276.4% | -29.3% |
| 1Y | -12.3% | +152.2% | -164.5% | -22.3% |
| All | -12.3% | +138.2% | -150.5% | -22.3% |
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 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