+110.2%
SPOT vs ABCL
-21.8%
+132.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.7% | -8.6% | -2.8% |
| 7D | +1.6% | -3.2% | +4.8% | +1.9% |
| 30D | +17.6% | -7.4% | +25.0% | +18.0% |
| 3M | +26.9% | +81.9% | -55.0% | +12.7% |
| 6M | +41.8% | +135.7% | -93.9% | +18.2% |
| YTD | +3.8% | +247.4% | -243.5% | -20.5% |
| 1Y | -2.5% | +162.3% | -164.7% | -21.8% |
| 3Y | +260.6% | +165.5% | +95.1% | +162.5% |
| All | +110.2% | -21.8% | +132.0% | +96.4% |
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