-17.9%
AMT vs ABCL
-30.0%
+12.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.4% | +8.9% | 0.0% |
| 7D | +4.4% | -14.9% | +19.3% | +5.1% |
| 30D | +17.7% | -15.4% | +33.1% | +18.5% |
| 3M | +16.7% | +88.0% | -71.3% | +11.8% |
| 6M | +11.1% | +138.8% | -127.7% | +4.3% |
| YTD | +13.9% | +225.4% | -211.6% | +4.1% |
| 1Y | +12.5% | +137.3% | -124.8% | +4.9% |
| 3Y | +13.2% | +136.8% | -123.6% | +3.4% |
| 5Y | -17.9% | -26.2% | +8.4% | -20.1% |
| All | -17.9% | -30.0% | +12.2% | -20.1% |
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 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