-22.5%
ABCL vs SBAC
-40.3%
+17.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.9% | +8.6% | +7.4% |
| 7D | -3.2% | +1.2% | -4.4% | -3.6% |
| 30D | -7.4% | +11.2% | -18.6% | -11.3% |
| 3M | +81.9% | +4.5% | +77.5% | +78.0% |
| 6M | +135.7% | -12.2% | +147.9% | +146.0% |
| YTD | +247.4% | -0.1% | +247.5% | +240.1% |
| 1Y | +162.3% | -0.3% | +162.5% | +157.1% |
| 3Y | +165.5% | -8.7% | +174.2% | +162.5% |
| All | -22.5% | -40.3% | +17.8% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling