-64.8%
SPCH vs ABCL
+116.4%
-181.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +6.7% | +10.1% | +13.4% |
| 7D | -3.0% | -3.2% | +0.1% | -1.2% |
| 30D | -39.8% | -7.4% | -32.4% | -37.2% |
| 3M | +16.8% | +81.9% | -65.1% | -16.4% |
| All | -64.8% | +116.4% | -181.1% | -76.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling