+210.2%
ABCL vs SBAC
-0.1%
+210.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.2% |
| 7D | +12.4% | +3.0% | +9.4% | +12.0% |
| 30D | -0.4% | +4.3% | -4.7% | -0.9% |
| 3M | +80.4% | +4.1% | +76.2% | +79.7% |
| 6M | +138.5% | -11.6% | +150.2% | +142.9% |
| YTD | +265.5% | +0.4% | +265.1% | +276.2% |
| All | +210.2% | -0.1% | +210.3% | +237.4% |
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