+73.2%
SAP vs ABCL
+196.9%
-123.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +1.4% |
| 7D | +1.6% | +12.4% | -10.8% | +0.9% |
| 30D | +10.5% | -0.4% | +10.9% | +10.4% |
| 3M | +15.2% | +80.4% | -65.2% | +10.1% |
| 6M | +36.7% | +138.5% | -101.9% | +27.6% |
| YTD | -0.6% | +265.5% | -266.1% | -10.5% |
| 1Y | -4.1% | +219.7% | -223.8% | -13.0% |
| 3Y | +73.2% | +209.4% | -136.2% | +52.5% |
| All | +73.2% | +196.9% | -123.7% | +52.5% |
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