+152.2%
ABCL vs SBAC
+2.4%
+149.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | +0.1% |
| 7D | -10.0% | +5.8% | -15.8% | -10.6% |
| 30D | -10.9% | +20.8% | -31.7% | -13.3% |
| 3M | +101.6% | +4.8% | +96.9% | +100.9% |
| 6M | +167.5% | -9.1% | +176.7% | +170.9% |
| YTD | +259.1% | +3.1% | +256.0% | +263.7% |
| 1Y | +152.2% | +2.2% | +150.0% | +157.6% |
| All | +152.2% | +2.4% | +149.8% | +157.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling