-80.5%
ABCL vs SBAC
-24.5%
-56.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.6% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -7.1% | +5.5% | -12.6% | -9.0% |
| 3M | +4.7% | +3.1% | +1.7% | +3.3% |
| 6M | +140.9% | -7.0% | +147.9% | +145.5% |
| YTD | +236.0% | +0.5% | +235.5% | +229.0% |
| 1Y | +217.4% | +0.2% | +217.2% | +211.3% |
| 3Y | +188.7% | -7.4% | +196.0% | +184.6% |
| 5Y | -23.5% | -39.7% | +16.2% | -10.3% |
| All | -80.5% | -24.5% | -56.0% | -79.8% |
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