+189.3%
ABCL vs SUNB
+1.6%
+187.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.9% | -9.3% | -4.3% |
| 7D | -2.7% | +9.4% | -12.1% | -4.2% |
| 30D | +18.3% | -6.9% | +25.2% | +20.1% |
| 3M | +108.5% | -11.3% | +119.8% | +114.1% |
| 6M | +213.9% | -1.8% | +215.7% | +204.7% |
| All | +189.3% | +1.6% | +187.6% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 10y: compounded portfolio wealth divided by compounded SUNB 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…
10y analysis · Full analysis span regression · 6 months rolling