-18.5%
AMRZ vs ABCL
+254.6%
-273.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.6% | -2.1% |
| 7D | +1.2% | -3.2% | +4.4% | +1.3% |
| 30D | +15.1% | -7.4% | +22.5% | +15.3% |
| 3M | -18.1% | +81.9% | -100.0% | -22.1% |
| 6M | -23.5% | +135.7% | -159.2% | -30.0% |
| YTD | -21.6% | +247.4% | -269.0% | -31.3% |
| 1Y | -14.7% | +162.3% | -177.0% | -24.0% |
| All | -18.5% | +254.6% | -273.1% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling