+360.2%
SU vs ABCL
-81.9%
+442.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.8% |
| 7D | +1.6% | -2.7% | +4.3% | +1.7% |
| 30D | +10.7% | +18.3% | -7.6% | +9.7% |
| 3M | +13.5% | +108.5% | -95.0% | +9.1% |
| 6M | +21.8% | +213.9% | -192.1% | +14.1% |
| YTD | +58.8% | +223.1% | -164.3% | +47.9% |
| 1Y | +72.0% | +160.6% | -88.6% | +61.2% |
| 3Y | +121.7% | +104.3% | +17.5% | +104.7% |
| 5Y | +350.4% | -40.0% | +390.5% | +335.9% |
| All | +360.2% | -81.9% | +442.0% | +372.4% |
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 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