+117.6%
SPY vs ABCL
-80.5%
+198.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.7% | -6.4% | -0.2% |
| 7D | -2.7% | -3.2% | +0.5% | -2.6% |
| 30D | -5.4% | -7.4% | +2.0% | -5.0% |
| 3M | -4.1% | +81.9% | -86.0% | -9.1% |
| 6M | +0.7% | +135.7% | -135.0% | -7.3% |
| YTD | +8.7% | +247.4% | -238.7% | -3.7% |
| 1Y | +10.9% | +162.3% | -151.4% | +0.3% |
| 3Y | +75.0% | +165.5% | -90.5% | +52.3% |
| 5Y | +67.8% | -21.3% | +89.1% | +53.2% |
| All | +117.6% | -80.5% | +198.2% | +103.0% |
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