+127.4%
SPY vs ABCL
-81.3%
+208.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +0.1% | +93.1% | -93.0% | -5.4% |
| 3M | +2.0% | +79.4% | -77.4% | -3.5% |
| 6M | +13.0% | +214.9% | -201.9% | +1.8% |
| YTD | +13.5% | +234.2% | -220.7% | +1.2% |
| 1Y | +20.0% | +174.8% | -154.8% | +8.0% |
| 3Y | +77.2% | +104.5% | -27.3% | +57.5% |
| 5Y | +81.9% | -39.0% | +120.9% | +67.5% |
| All | +127.4% | -81.3% | +208.7% | +113.4% |
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