+12.1%
SPYM vs ABCL
+189.1%
-177.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | -0.1% |
| 7D | +3.3% | +4.4% | -1.1% | +3.0% |
| 30D | -2.6% | -7.9% | +5.2% | -2.3% |
| 3M | -1.7% | +12.2% | -13.9% | -2.7% |
| 6M | +3.1% | +134.7% | -131.6% | -4.2% |
| YTD | +12.0% | +239.8% | -227.8% | -1.4% |
| 1Y | +12.1% | +192.7% | -180.6% | +0.8% |
| All | +12.1% | +189.1% | -177.0% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling