+263.1%
SPG vs ABCL
-79.5%
+342.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +1.6% |
| 7D | +5.1% | +12.4% | -7.3% | +4.1% |
| 30D | +16.8% | -0.4% | +17.2% | +16.6% |
| 3M | +5.7% | +80.4% | -74.7% | -0.2% |
| 6M | +17.8% | +138.5% | -120.8% | +7.5% |
| YTD | +30.1% | +265.5% | -235.4% | +13.3% |
| 1Y | +32.8% | +219.7% | -186.9% | +16.9% |
| 3Y | +137.2% | +209.4% | -72.2% | +100.2% |
| 5Y | +81.5% | -15.0% | +96.5% | +64.3% |
| All | +263.1% | -79.5% | +342.6% | +252.8% |
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 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