+238.8%
SPOT vs ABCL
+109.3%
+129.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -3.1% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | +12.5% | +93.1% | -80.6% | +6.1% |
| 3M | +9.9% | +79.4% | -69.5% | +3.9% |
| 6M | +1.6% | +214.9% | -213.3% | -8.9% |
| YTD | -6.6% | +234.2% | -240.8% | -17.3% |
| 1Y | -22.9% | +174.8% | -197.7% | -31.2% |
| All | +238.8% | +109.3% | +129.5% | +215.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling