+122.0%
SPY vs ABCL
-79.6%
+201.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -0.6% | +2.3% | -2.9% | -0.8% |
| 30D | -3.7% | -0.7% | -3.0% | -3.8% |
| 3M | -2.7% | +33.4% | -36.2% | -5.3% |
| 6M | +2.2% | +137.8% | -135.6% | -6.0% |
| YTD | +10.8% | +264.3% | -253.5% | -2.1% |
| 1Y | +11.2% | +209.2% | -197.9% | -0.6% |
| 3Y | +76.5% | +208.4% | -131.9% | +51.9% |
| 5Y | +72.9% | -11.9% | +84.8% | +57.2% |
| All | +122.0% | -79.6% | +201.5% | +106.3% |
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 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