+9.5%
SNY vs ABCL
-47.0%
+56.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | -0.1% |
| 7D | -3.6% | -9.6% | +6.0% | -3.3% |
| 30D | -1.9% | +7.2% | -9.1% | -2.3% |
| 3M | -2.0% | +105.5% | -107.5% | -4.8% |
| 6M | +2.5% | +193.0% | -190.5% | -2.0% |
| YTD | -7.0% | +205.8% | -212.8% | -11.4% |
| 1Y | -4.4% | +144.4% | -148.8% | -8.5% |
| 3Y | -8.4% | +93.3% | -101.8% | -12.9% |
| 5Y | +9.5% | -44.9% | +54.5% | +5.7% |
| All | +9.5% | -47.0% | +56.5% | +5.7% |
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 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