+124.2%
SPG vs ABCL
+139.9%
-15.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.4% | +8.5% | -0.4% |
| 7D | +5.0% | -14.9% | +19.9% | +5.8% |
| 30D | +12.3% | -15.4% | +27.7% | +13.1% |
| 3M | +1.9% | +88.0% | -86.2% | -3.0% |
| 6M | +14.4% | +138.8% | -124.4% | +6.0% |
| YTD | +26.5% | +225.4% | -198.9% | +13.4% |
| 1Y | +30.7% | +137.3% | -106.6% | +20.0% |
| All | +124.2% | +139.9% | -15.7% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling