-37.8%
SPXU vs ABCL
+173.7%
-211.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | +1.4% | -2.9% | -1.2% |
| 30D | +3.7% | +65.1% | -61.4% | +14.6% |
| 3M | -9.6% | +111.1% | -120.6% | +7.3% |
| 6M | -32.4% | +231.6% | -264.0% | -8.2% |
| YTD | -28.7% | +234.5% | -263.2% | -0.7% |
| All | -37.8% | +173.7% | -211.5% | -19.0% |
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