+123.3%
SPY vs ABCL
-81.2%
+204.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.3% |
| 7D | +2.6% | -3.3% | +5.9% | +2.8% |
| 30D | -2.0% | -7.1% | +5.1% | -1.6% |
| 3M | -2.8% | +4.7% | -7.5% | -3.6% |
| 6M | +2.1% | +140.9% | -138.7% | -6.1% |
| YTD | +11.5% | +236.0% | -224.5% | -1.0% |
| 1Y | +13.5% | +217.4% | -203.9% | +1.2% |
| 3Y | +77.7% | +188.7% | -111.0% | +53.7% |
| 5Y | +72.6% | -23.5% | +96.1% | +58.0% |
| All | +123.3% | -81.2% | +204.5% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling