+6.9%
AMZN vs ABCL
+201.0%
-194.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.4% |
| 7D | +0.1% | -2.7% | +2.7% | +0.2% |
| 30D | +2.6% | -5.4% | +8.0% | +2.8% |
| 3M | -2.2% | +22.4% | -24.7% | -4.2% |
| 6M | -1.0% | +127.6% | -128.7% | -9.6% |
| YTD | +15.3% | +249.4% | -234.1% | -0.8% |
| 1Y | +6.9% | +198.0% | -191.2% | -5.8% |
| All | +6.9% | +201.0% | -194.2% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling