+497.0%
ABBV vs SBAC
+78.4%
+418.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | +1.2% | +3.9% | -2.7% | +0.3% |
| 3M | +12.1% | -8.2% | +20.3% | +13.9% |
| 6M | +12.0% | -2.8% | +14.8% | +11.7% |
| YTD | +12.4% | -1.5% | +13.9% | +11.6% |
| 1Y | +22.9% | 0.0% | +22.9% | +21.5% |
| 3Y | +86.8% | -8.4% | +95.1% | +85.9% |
| 5Y | +181.0% | -43.5% | +224.6% | +211.1% |
| 10Y | +497.0% | +86.9% | +410.1% | +478.8% |
| All | +497.0% | +78.4% | +418.6% | +478.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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