+255.9%
SPG vs ABCL
-80.5%
+336.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | +0.3% |
| 7D | +4.9% | -3.2% | +8.1% | +5.0% |
| 30D | +15.6% | -7.4% | +23.0% | +15.9% |
| 3M | +4.1% | +81.9% | -77.9% | -1.9% |
| 6M | +13.6% | +135.7% | -122.1% | +3.7% |
| YTD | +27.5% | +247.4% | -219.8% | +11.5% |
| 1Y | +32.2% | +162.3% | -130.0% | +18.3% |
| 3Y | +126.0% | +165.5% | -39.5% | +93.4% |
| 5Y | +74.7% | -21.3% | +96.0% | +58.9% |
| All | +255.9% | -80.5% | +336.4% | +247.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling