-20.3%
AMT vs ABCL
-21.8%
+1.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.7% | -9.4% | -3.0% |
| 7D | +0.5% | -3.2% | +3.7% | +0.6% |
| 30D | +13.6% | -7.4% | +21.0% | +13.8% |
| 3M | +11.5% | +81.9% | -70.5% | +7.1% |
| 6M | +6.9% | +135.7% | -128.8% | +0.5% |
| YTD | +10.8% | +247.4% | -236.5% | +1.0% |
| 1Y | +10.3% | +162.3% | -151.9% | +2.2% |
| 3Y | +12.4% | +165.5% | -153.1% | +1.8% |
| All | -20.3% | -21.8% | +1.5% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling