+11.5%
ABT vs SBAC
-9.5%
+21.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -3.1% | -0.1% | -3.1% | -3.1% |
| 30D | -2.1% | +3.2% | -5.4% | -2.6% |
| 3M | +17.4% | -5.1% | +22.5% | +18.2% |
| 6M | -2.4% | -2.1% | -0.3% | -2.5% |
| YTD | -14.2% | -0.5% | -13.7% | -14.7% |
| 1Y | -18.3% | +1.1% | -19.5% | -19.1% |
| 3Y | +11.5% | -7.4% | +18.9% | +16.0% |
| All | +11.5% | -9.5% | +21.0% | +16.0% |
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