-93.4%
SPXU vs ABCL
-81.3%
-12.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.0% |
| 7D | -0.1% | +0.7% | -0.8% | +0.1% |
| 30D | +0.8% | +93.1% | -92.3% | +18.5% |
| 3M | -4.7% | +79.4% | -84.1% | +11.9% |
| 6M | -29.6% | +214.9% | -244.5% | -3.6% |
| YTD | -29.9% | +234.2% | -264.1% | -0.9% |
| 1Y | -39.1% | +174.8% | -213.8% | -15.8% |
| 3Y | -80.0% | +104.5% | -184.5% | -70.2% |
| 5Y | -86.0% | -39.0% | -47.0% | -80.4% |
| All | -93.4% | -81.3% | -12.1% | -91.2% |
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