-86.0%
SPXU vs ABCL
-39.9%
-46.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | +1.4% | -2.9% | -1.1% |
| 30D | +3.7% | +65.1% | -61.4% | +20.2% |
| 3M | -9.6% | +111.1% | -120.6% | +14.1% |
| 6M | -32.4% | +231.6% | -264.0% | +0.1% |
| YTD | -28.7% | +234.5% | -263.2% | +8.1% |
| 1Y | -38.2% | +174.3% | -212.6% | -9.0% |
| 3Y | -80.4% | +111.5% | -191.9% | -68.8% |
| 5Y | -86.0% | -37.3% | -48.8% | -79.3% |
| All | -86.0% | -39.9% | -46.1% | -79.3% |
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