+82.7%
SPG vs ABCL
-26.2%
+108.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +2.0% | -3.3% | +5.3% | +2.3% |
| 30D | +17.2% | -7.1% | +24.4% | +17.6% |
| 3M | +6.3% | +4.7% | +1.6% | +5.0% |
| 6M | +18.7% | +140.9% | -122.2% | +5.9% |
| YTD | +30.1% | +236.0% | -205.9% | +10.4% |
| 1Y | +32.8% | +217.4% | -184.6% | +13.3% |
| 3Y | +133.6% | +188.7% | -55.1% | +89.1% |
| All | +82.7% | -26.2% | +108.9% | +66.9% |
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