+75.1%
SAP vs ABCL
+156.0%
-80.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.7% | -10.9% | -4.5% |
| 7D | -0.7% | -3.2% | +2.5% | -0.6% |
| 30D | +11.1% | -7.4% | +18.5% | +11.4% |
| 3M | +17.0% | +81.9% | -64.9% | +11.8% |
| 6M | +34.8% | +135.7% | -100.9% | +26.0% |
| YTD | -2.2% | +247.4% | -249.6% | -11.6% |
| 1Y | -6.4% | +162.3% | -168.7% | -14.0% |
| 3Y | +75.1% | +165.5% | -90.3% | +56.4% |
| All | +75.1% | +156.0% | -80.9% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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