+201.2%
ABT vs SBAC
+83.0%
+118.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -0.9% |
| 7D | -5.0% | -5.3% | +0.3% | -3.3% |
| 30D | -5.8% | +0.4% | -6.2% | -6.0% |
| 3M | +16.7% | -11.9% | +28.6% | +21.2% |
| 6M | -5.2% | -4.5% | -0.8% | -5.3% |
| YTD | -16.0% | -4.3% | -11.6% | -16.4% |
| 1Y | -18.3% | -3.9% | -14.4% | -18.9% |
| 3Y | +9.2% | -11.0% | +20.2% | +8.7% |
| 5Y | -11.6% | -44.1% | +32.5% | +4.4% |
| All | +201.2% | +83.0% | +118.2% | +161.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling