-39.7%
ABCL vs SPY
+82.0%
-121.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +93.1% | +0.1% | +93.0% | +93.4% |
| 3M | +79.4% | +2.0% | +77.4% | +75.5% |
| 6M | +214.9% | +13.0% | +201.9% | +169.8% |
| YTD | +234.2% | +13.5% | +220.7% | +186.1% |
| 1Y | +174.8% | +20.0% | +154.8% | +121.5% |
| 3Y | +104.5% | +77.2% | +27.3% | +1.9% |
| All | -39.7% | +82.0% | -121.7% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling