+126.0%
SPG vs ABCL
+156.0%
-30.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | +0.5% |
| 7D | +4.9% | -3.2% | +8.1% | +5.0% |
| 30D | +15.6% | -7.4% | +23.0% | +15.8% |
| 3M | +4.1% | +81.9% | -77.9% | -0.6% |
| 6M | +13.6% | +135.7% | -122.1% | +5.5% |
| YTD | +27.5% | +247.4% | -219.8% | +14.0% |
| 1Y | +32.2% | +162.3% | -130.0% | +20.7% |
| 3Y | +126.0% | +165.5% | -39.5% | +96.0% |
| All | +126.0% | +156.0% | -30.0% | +96.0% |
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