+174.8%
ABCL vs SBAC
-3.2%
+178.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +93.1% | +6.9% | +86.2% | +91.0% |
| 3M | +79.4% | -8.2% | +87.7% | +81.9% |
| 6M | +214.9% | -1.6% | +216.5% | +215.1% |
| YTD | +234.2% | -0.1% | +234.3% | +237.5% |
| 1Y | +174.8% | -0.5% | +175.2% | +187.5% |
| All | +174.8% | -3.2% | +178.0% | +187.5% |
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