-39.7%
ABCL vs SBAC
-43.7%
+4.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +93.1% | +6.9% | +86.2% | +88.1% |
| 3M | +79.4% | -8.2% | +87.7% | +84.4% |
| 6M | +214.9% | -1.6% | +216.5% | +213.4% |
| YTD | +234.2% | -0.1% | +234.3% | +228.4% |
| 1Y | +174.8% | -0.5% | +175.2% | +170.2% |
| 3Y | +104.5% | -9.1% | +113.5% | +103.3% |
| All | -39.7% | -43.7% | +4.0% | -30.5% |
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