+4.6%
AMT vs ABCL
-81.2%
+85.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +1.5% | -3.3% | +4.8% | +1.6% |
| 30D | +6.8% | -7.1% | +13.9% | +7.0% |
| 3M | +11.2% | +4.7% | +6.5% | +10.6% |
| 6M | +12.5% | +140.9% | -128.4% | +7.0% |
| YTD | +12.5% | +236.0% | -223.5% | +4.8% |
| 1Y | +10.1% | +217.4% | -207.3% | +2.8% |
| 3Y | +16.0% | +188.7% | -172.7% | +6.7% |
| 5Y | -17.2% | -23.5% | +6.3% | -20.5% |
| All | +4.6% | -81.2% | +85.8% | +4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling