+128.9%
SU vs ABCL
+185.8%
-56.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | +1.7% | -3.3% | +5.0% | +1.8% |
| 30D | -7.9% | -7.1% | -0.8% | -7.8% |
| 3M | +7.5% | +4.7% | +2.8% | +7.2% |
| 6M | +7.2% | +140.9% | -133.7% | +4.0% |
| YTD | +60.9% | +236.0% | -175.0% | +52.8% |
| 1Y | +63.6% | +217.4% | -153.8% | +55.8% |
| 3Y | +128.9% | +188.7% | -59.8% | +108.5% |
| All | +128.9% | +185.8% | -56.9% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling