-80.6%
ABCL vs SBAC
-24.9%
-55.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +88.5% |
| 3M | +79.4% | -8.2% | +87.7% | +84.0% |
| 6M | +214.9% | -1.6% | +216.5% | +213.6% |
| YTD | +234.2% | -0.1% | +234.3% | +228.9% |
| 1Y | +174.8% | -0.5% | +175.2% | +170.7% |
| 3Y | +104.5% | -9.1% | +113.5% | +103.7% |
| 5Y | -39.0% | -43.8% | +4.8% | -28.3% |
| All | -80.6% | -24.9% | -55.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling