+165.5%
ABCL vs SPY
+75.1%
+90.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.2% |
| 7D | -3.2% | -2.7% | -0.5% | +1.8% |
| 30D | -7.4% | -5.4% | -2.0% | +2.6% |
| 3M | +81.9% | -4.1% | +86.0% | +97.5% |
| 6M | +135.7% | +0.7% | +135.0% | +138.5% |
| YTD | +247.4% | +8.7% | +238.7% | +215.7% |
| 1Y | +162.3% | +10.9% | +151.4% | +132.6% |
| 3Y | +165.5% | +75.0% | +90.5% | +1.2% |
| All | +165.5% | +75.1% | +90.4% | +1.2% |
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