+264.0%
SPG vs ABCL
-81.0%
+345.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.3% |
| 7D | +3.1% | +4.4% | -1.3% | +2.8% |
| 30D | +16.4% | -7.9% | +24.3% | +16.8% |
| 3M | +7.1% | +12.2% | -5.2% | +5.4% |
| 6M | +16.1% | +134.7% | -118.7% | +6.0% |
| YTD | +30.4% | +239.8% | -209.3% | +14.2% |
| 1Y | +33.0% | +192.7% | -159.7% | +17.9% |
| 3Y | +134.6% | +187.6% | -53.0% | +99.1% |
| 5Y | +84.9% | -22.6% | +107.5% | +68.4% |
| All | +264.0% | -81.0% | +345.0% | +255.6% |
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