+211.0%
ABCL vs SUNB
+7.1%
+203.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +6.5% |
| 7D | -3.2% | -7.9% | +4.7% | -1.7% |
| 30D | -7.4% | +3.0% | -10.5% | -7.5% |
| 3M | +81.9% | -4.4% | +86.3% | +84.2% |
| 6M | +135.7% | +2.0% | +133.7% | +136.3% |
| All | +211.0% | +7.1% | +203.9% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling