-78.8%
ABCL vs SBAC
-24.6%
-54.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.1% |
| 7D | +12.4% | +3.0% | +9.4% | +11.3% |
| 30D | -0.4% | +4.3% | -4.7% | -2.0% |
| 3M | +80.4% | +4.1% | +76.2% | +77.0% |
| 6M | +138.5% | -11.6% | +150.2% | +147.6% |
| YTD | +265.5% | +0.4% | +265.1% | +258.0% |
| 1Y | +219.7% | -1.1% | +220.8% | +215.5% |
| 3Y | +209.4% | -7.3% | +216.7% | +204.8% |
| 5Y | -15.0% | -40.8% | +25.7% | -0.3% |
| All | -78.8% | -24.6% | -54.2% | -78.1% |
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