+66.5%
SU vs ABCL
+145.5%
-79.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | -0.2% |
| 7D | +1.7% | -9.6% | +11.3% | +1.5% |
| 30D | +9.6% | +7.2% | +2.5% | +9.8% |
| 3M | +11.7% | +105.5% | -93.8% | +13.4% |
| 6M | +21.9% | +193.0% | -171.1% | +24.7% |
| YTD | +58.6% | +205.8% | -147.2% | +61.1% |
| 1Y | +66.5% | +144.4% | -77.9% | +70.2% |
| All | +66.5% | +145.5% | -79.0% | +70.2% |
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