+78.5%
SPOT vs ABCL
-79.5%
+158.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.3% |
| 7D | +2.5% | +12.4% | -9.9% | +0.7% |
| 30D | +15.1% | -0.4% | +15.5% | +14.4% |
| 3M | +24.8% | +80.4% | -55.6% | +11.3% |
| 6M | +45.8% | +138.5% | -92.8% | +22.1% |
| YTD | +4.9% | +265.5% | -260.6% | -19.6% |
| 1Y | -1.3% | +219.7% | -221.0% | -22.7% |
| 3Y | +257.7% | +209.4% | +48.3% | +156.4% |
| 5Y | +118.5% | -15.0% | +133.5% | +93.5% |
| All | +78.5% | -79.5% | +158.0% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling