+385.8%
SN vs ABCL
+139.9%
+245.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.4% | +8.4% | +0.3% |
| 7D | +3.8% | -14.9% | +18.7% | +5.9% |
| 30D | +17.5% | -15.4% | +32.9% | +19.7% |
| 3M | +19.2% | +88.0% | -68.8% | +5.8% |
| 6M | +84.9% | +138.8% | -53.9% | +54.6% |
| YTD | +94.0% | +225.4% | -131.4% | +51.6% |
| 1Y | +151.3% | +137.3% | +14.0% | +106.3% |
| All | +385.8% | +139.9% | +245.9% | +249.7% |
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