+217.4%
ABCL vs SPY
+12.1%
+205.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.2% |
| 7D | -3.3% | +2.6% | -5.9% | -9.3% |
| 30D | -7.1% | -2.0% | -5.1% | -1.5% |
| 3M | +4.7% | -2.8% | +7.5% | +13.3% |
| 6M | +140.9% | +2.1% | +138.7% | +133.8% |
| YTD | +236.0% | +11.5% | +224.5% | +171.0% |
| 1Y | +217.4% | +13.5% | +203.9% | +145.8% |
| All | +217.4% | +12.1% | +205.4% | +145.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling