+265.8%
SPG vs ABCL
-80.4%
+346.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.4% |
| 7D | +2.7% | -2.7% | +5.4% | +2.9% |
| 30D | +16.6% | -5.4% | +22.0% | +16.7% |
| 3M | +8.1% | +22.4% | -14.4% | +5.7% |
| 6M | +19.3% | +127.6% | -108.3% | +9.3% |
| YTD | +31.1% | +249.4% | -218.3% | +14.6% |
| 1Y | +32.8% | +198.0% | -165.2% | +17.6% |
| 3Y | +135.8% | +195.8% | -60.0% | +99.7% |
| 5Y | +85.1% | -20.6% | +105.7% | +68.2% |
| All | +265.8% | -80.4% | +346.2% | +256.6% |
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