+188.7%
ABCL vs SPY
+78.1%
+110.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.5% |
| 7D | -3.3% | +2.6% | -5.9% | -7.4% |
| 30D | -7.1% | -2.0% | -5.1% | -3.1% |
| 3M | +4.7% | -2.8% | +7.5% | +10.9% |
| 6M | +140.9% | +2.1% | +138.7% | +137.3% |
| YTD | +236.0% | +11.5% | +224.5% | +192.2% |
| 1Y | +217.4% | +13.5% | +203.9% | +169.8% |
| 3Y | +188.7% | +77.7% | +111.0% | +9.0% |
| All | +188.7% | +78.1% | +110.6% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling