-20.6%
AMT vs ABCL
-18.8%
-1.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.1% |
| 7D | +0.4% | +12.4% | -12.0% | -0.3% |
| 30D | +3.7% | -0.4% | +4.1% | +3.5% |
| 3M | +10.7% | +80.4% | -69.7% | +6.5% |
| 6M | +9.3% | +138.5% | -129.3% | +2.7% |
| YTD | +10.9% | +265.5% | -254.5% | +0.8% |
| 1Y | +10.5% | +219.7% | -209.2% | +1.2% |
| 3Y | +15.5% | +209.4% | -193.9% | +3.2% |
| 5Y | -20.6% | -15.0% | -5.6% | -22.8% |
| All | -20.6% | -18.8% | -1.7% | -22.8% |
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