+21.6%
SPG vs ABCL
+171.1%
-149.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | 0.0% | +1.4% | -1.4% | 0.0% |
| 30D | -4.9% | +65.1% | -70.0% | -5.8% |
| 3M | +3.3% | +111.1% | -107.8% | +1.8% |
| 6M | +11.2% | +231.6% | -220.4% | +7.3% |
| YTD | +17.1% | +234.5% | -217.5% | +12.5% |
| 1Y | +21.6% | +174.3% | -152.8% | +16.8% |
| All | +21.6% | +171.1% | -149.5% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling