-26.3%
SPXU vs ABCL
+189.1%
-215.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +0.5% |
| 7D | -9.4% | +4.4% | -13.8% | -8.5% |
| 30D | +7.4% | -7.9% | +15.3% | +6.9% |
| 3M | +6.2% | +12.2% | -6.1% | +10.2% |
| 6M | -7.2% | +134.7% | -142.0% | +16.2% |
| YTD | -26.8% | +239.8% | -266.5% | +8.6% |
| 1Y | -26.3% | +192.7% | -219.0% | +3.2% |
| All | -26.3% | +189.1% | -215.3% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling