+96.8%
SAP vs ABCL
-81.3%
+178.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.9% | +0.7% | -3.6% | -2.9% |
| 30D | +9.0% | +93.1% | -84.1% | +3.8% |
| 3M | +14.9% | +79.4% | -64.5% | +9.5% |
| 6M | +11.9% | +214.9% | -203.0% | +2.2% |
| YTD | -9.9% | +234.2% | -244.1% | -18.4% |
| 1Y | -19.5% | +174.8% | -194.3% | -26.5% |
| 3Y | +61.8% | +104.5% | -42.7% | +46.5% |
| 5Y | +56.2% | -39.0% | +95.2% | +45.7% |
| All | +96.8% | -81.3% | +178.1% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling