+138.8%
ABCL vs SPY
+2.1%
+136.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.4% | -5.0% | +2.1% |
| 7D | -14.9% | -4.7% | -10.2% | -3.1% |
| 30D | -15.4% | -5.9% | -9.4% | 0.0% |
| 3M | +88.0% | -4.5% | +92.5% | +114.6% |
| 6M | +138.8% | +1.8% | +137.1% | +112.3% |
| All | +138.8% | +2.1% | +136.8% | +112.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling