+350.3%
SU vs ABCL
-39.9%
+390.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.0% | +1.4% | -2.4% | -1.0% |
| 30D | +13.7% | +65.1% | -51.4% | +10.8% |
| 3M | +8.0% | +111.1% | -103.0% | +3.7% |
| 6M | +21.0% | +231.6% | -210.6% | +12.8% |
| YTD | +56.2% | +234.5% | -178.3% | +44.9% |
| 1Y | +72.2% | +174.3% | -102.1% | +60.7% |
| 3Y | +118.1% | +111.5% | +6.6% | +100.3% |
| 5Y | +350.3% | -37.3% | +387.6% | +337.8% |
| All | +350.3% | -39.9% | +390.2% | +337.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling