+80.7%
SAP vs ABCL
-26.2%
+106.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +0.6% | -3.3% | +3.9% | +0.9% |
| 30D | +6.5% | -7.1% | +13.6% | +6.8% |
| 3M | +12.2% | +4.7% | +7.5% | +11.0% |
| 6M | +46.1% | +140.9% | -94.8% | +32.7% |
| YTD | -1.6% | +236.0% | -237.6% | -14.1% |
| 1Y | -5.1% | +217.4% | -222.5% | -16.8% |
| 3Y | +68.4% | +188.7% | -120.3% | +42.2% |
| All | +80.7% | -26.2% | +106.9% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling