-17.0%
AMRZ vs ABCL
+232.2%
-249.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.4% | +6.0% | -2.9% |
| 7D | +2.5% | -14.9% | +17.4% | +3.3% |
| 30D | +14.4% | -15.4% | +29.8% | +15.2% |
| 3M | -19.2% | +88.0% | -107.2% | -23.6% |
| 6M | -19.7% | +138.8% | -158.6% | -26.8% |
| YTD | -20.2% | +225.4% | -245.6% | -29.8% |
| 1Y | -15.1% | +137.3% | -152.4% | -23.9% |
| All | -17.0% | +232.2% | -249.2% | -26.5% |
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