+73.3%
SPG vs ABCL
-30.0%
+103.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.4% | +8.5% | 0.0% |
| 7D | +5.0% | -14.9% | +19.9% | +6.3% |
| 30D | +12.3% | -15.4% | +27.7% | +13.6% |
| 3M | +1.9% | +88.0% | -86.2% | -5.6% |
| 6M | +14.4% | +138.8% | -124.4% | +2.0% |
| YTD | +26.5% | +225.4% | -198.9% | +7.7% |
| 1Y | +30.7% | +137.3% | -106.6% | +15.1% |
| 3Y | +122.6% | +136.8% | -14.2% | +85.5% |
| 5Y | +73.3% | -26.2% | +99.6% | +58.5% |
| All | +73.3% | -30.0% | +103.4% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling