+49.5%
SO vs ABCL
+139.9%
-90.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.6% | +0.1% |
| 7D | +0.4% | -14.9% | +15.3% | +0.2% |
| 30D | +9.2% | -15.4% | +24.6% | +9.1% |
| 3M | +1.1% | +88.0% | -86.9% | +1.7% |
| 6M | -1.1% | +138.8% | -139.9% | -0.2% |
| YTD | +9.7% | +225.4% | -215.8% | +10.7% |
| 1Y | +5.5% | +137.3% | -131.8% | +6.4% |
| All | +49.5% | +139.9% | -90.4% | +53.2% |
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