-80.3%
ABCL vs SPY
+125.0%
-205.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | +4.4% | +3.3% | +1.1% | -0.3% |
| 30D | -7.9% | -2.7% | -5.2% | -3.5% |
| 3M | +12.2% | -1.7% | +14.0% | +16.2% |
| 6M | +134.7% | +3.1% | +131.7% | +129.1% |
| YTD | +239.8% | +11.9% | +227.9% | +200.4% |
| 1Y | +192.7% | +12.0% | +180.7% | +159.6% |
| 3Y | +187.6% | +78.2% | +109.4% | +46.4% |
| 5Y | -22.6% | +73.2% | -95.9% | -58.9% |
| All | -80.3% | +125.0% | -205.2% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling