-5.1%
ABT vs SBAC
-39.8%
+34.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | -5.4% | -2.8% | -2.6% | -4.7% |
| 30D | +8.0% | +3.1% | +4.9% | +7.2% |
| 3M | +0.2% | +5.1% | -4.9% | -1.2% |
| 6M | +34.1% | -11.4% | +45.5% | +37.6% |
| YTD | -10.6% | +0.2% | -10.8% | -11.9% |
| 1Y | -11.8% | -3.9% | -7.9% | -12.0% |
| 3Y | +23.9% | -7.7% | +31.5% | +23.3% |
| 5Y | -5.1% | -39.7% | +34.6% | +12.8% |
| All | -5.1% | -39.8% | +34.6% | +12.8% |
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 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