+59.0%
SPOT vs ABCL
-81.3%
+140.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -3.0% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | +12.5% | +93.1% | -80.6% | +0.3% |
| 3M | +9.9% | +79.4% | -69.5% | -1.9% |
| 6M | +1.6% | +214.9% | -213.3% | -18.4% |
| YTD | -6.6% | +234.2% | -240.8% | -26.6% |
| 1Y | -22.9% | +174.8% | -197.7% | -38.4% |
| 3Y | +244.3% | +104.5% | +139.8% | +171.8% |
| 5Y | +117.8% | -39.0% | +156.8% | +103.4% |
| All | +59.0% | -81.3% | +140.2% | +74.2% |
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