+208.4%
ABCL vs SBAC
-7.1%
+215.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +2.3% | +3.6% | -1.4% | +1.5% |
| 30D | -0.7% | +4.9% | -5.6% | -1.9% |
| 3M | +33.4% | +6.5% | +26.9% | +31.4% |
| 6M | +137.8% | -11.1% | +148.9% | +144.1% |
| YTD | +264.3% | +0.9% | +263.4% | +261.8% |
| 1Y | +209.2% | -1.6% | +210.7% | +209.9% |
| 3Y | +208.4% | -7.0% | +215.4% | +213.2% |
| All | +208.4% | -7.1% | +215.6% | +213.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling