-79.8%
ABCL vs SPY
+118.5%
-198.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.3% |
| 7D | -3.2% | -2.7% | -0.5% | +1.1% |
| 30D | -7.4% | -5.4% | -2.0% | +1.0% |
| 3M | +81.9% | -4.1% | +86.0% | +95.1% |
| 6M | +135.7% | +0.7% | +135.0% | +138.2% |
| YTD | +247.4% | +8.7% | +238.7% | +220.2% |
| 1Y | +162.3% | +10.9% | +151.4% | +136.6% |
| 3Y | +165.5% | +75.0% | +90.5% | +39.0% |
| 5Y | -21.3% | +67.8% | -89.1% | -56.2% |
| All | -79.8% | +118.5% | -198.3% | -91.8% |
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