+222.9%
SPG vs ABCL
-81.3%
+304.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | -6.8% | +93.1% | -99.9% | -12.3% |
| 3M | +2.7% | +79.4% | -76.8% | -3.2% |
| 6M | +5.5% | +214.9% | -209.4% | -6.0% |
| YTD | +15.7% | +234.2% | -218.5% | +1.9% |
| 1Y | +20.9% | +174.8% | -153.9% | +7.4% |
| 3Y | +112.4% | +104.5% | +7.9% | +86.5% |
| 5Y | +101.4% | -39.0% | +140.4% | +85.1% |
| All | +222.9% | -81.3% | +304.1% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling