+51.5%
SPGI vs ABCL
-81.3%
+132.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +8.4% | +93.1% | -84.7% | +3.7% |
| 3M | +11.8% | +79.4% | -67.6% | +7.0% |
| 6M | +5.7% | +214.9% | -209.2% | -2.9% |
| YTD | -9.7% | +234.2% | -243.9% | -17.7% |
| 1Y | -12.5% | +174.8% | -187.2% | -19.8% |
| 3Y | +21.8% | +104.5% | -82.7% | +10.5% |
| 5Y | +8.2% | -39.0% | +47.2% | +1.1% |
| All | +51.5% | -81.3% | +132.7% | +45.0% |
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 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