+15.2%
SNY vs ABCL
-81.9%
+97.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.6% |
| 7D | -3.6% | -2.7% | -0.9% | -3.5% |
| 30D | -1.4% | +18.3% | -19.8% | -2.1% |
| 3M | -4.2% | +108.5% | -112.7% | -7.1% |
| 6M | +2.0% | +213.9% | -211.9% | -2.7% |
| YTD | -6.7% | +223.1% | -229.8% | -11.3% |
| 1Y | -4.7% | +160.6% | -165.3% | -8.9% |
| 3Y | -8.1% | +104.3% | -112.4% | -12.7% |
| 5Y | +8.2% | -40.0% | +48.3% | +5.1% |
| All | +15.2% | -81.9% | +97.1% | +20.5% |
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