+6.7%
AMZN vs ABCL
+152.2%
-145.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.1% | -0.9% |
| 7D | +7.9% | -3.2% | +11.1% | +8.0% |
| 30D | -0.2% | -7.4% | +7.2% | +0.2% |
| 3M | -4.8% | +81.9% | -86.7% | -9.9% |
| 6M | -5.7% | +135.7% | -141.4% | -13.7% |
| YTD | +12.3% | +247.4% | -235.0% | -1.6% |
| 1Y | +6.7% | +162.3% | -155.6% | -4.6% |
| All | +6.7% | +152.2% | -145.5% | -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 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