-83.3%
SPXU vs ABCL
-18.8%
-64.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.2% | -12.2% | -5.6% |
| 7D | -1.5% | +12.4% | -13.9% | +2.3% |
| 30D | +9.7% | -0.4% | +10.0% | +11.1% |
| 3M | +8.4% | +80.4% | -71.9% | +31.7% |
| 6M | -5.7% | +138.5% | -144.3% | +28.2% |
| YTD | -25.4% | +265.5% | -290.9% | +19.7% |
| 1Y | -28.9% | +219.7% | -248.6% | +10.6% |
| 3Y | -81.2% | +209.4% | -290.6% | -65.0% |
| 5Y | -83.3% | -15.0% | -68.3% | -74.7% |
| All | -83.3% | -18.8% | -64.5% | -74.7% |
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