-78.8%
ABCL vs SBAC
-24.1%
-54.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +2.3% | +3.6% | -1.4% | +1.0% |
| 30D | -0.7% | +4.9% | -5.6% | -2.5% |
| 3M | +33.4% | +6.5% | +26.9% | +30.1% |
| 6M | +137.8% | -11.1% | +148.9% | +146.3% |
| YTD | +264.3% | +0.9% | +263.4% | +256.2% |
| 1Y | +209.2% | -1.6% | +210.7% | +205.8% |
| 3Y | +208.4% | -7.0% | +215.4% | +203.6% |
| 5Y | -11.9% | -39.2% | +27.3% | +3.1% |
| All | -78.8% | -24.1% | -54.7% | -78.2% |
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