+420.2%
SITM vs ABCL
+109.3%
+310.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.8% | +6.8% |
| 7D | +9.7% | +0.7% | +9.0% | +9.5% |
| 30D | +12.7% | +93.1% | -80.4% | -6.6% |
| 3M | -13.4% | +79.4% | -92.9% | -27.8% |
| 6M | +59.6% | +214.9% | -155.3% | +12.6% |
| YTD | +73.3% | +234.2% | -160.9% | +17.3% |
| 1Y | +165.5% | +174.8% | -9.2% | +88.0% |
| All | +420.2% | +109.3% | +310.8% | +261.8% |
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