+983.8%
ABT vs SBAC
+2,188.2%
-1,204.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -5.6% | -2.7% | -2.9% | -5.4% |
| 30D | +5.2% | +3.3% | +1.9% | +5.0% |
| 3M | -2.7% | +3.3% | -6.0% | -2.9% |
| 6M | +28.8% | -10.9% | +39.8% | +29.7% |
| YTD | -12.3% | -1.0% | -11.3% | -12.5% |
| 1Y | -14.7% | -4.5% | -10.2% | -14.7% |
| 3Y | +21.6% | -8.7% | +30.3% | +21.6% |
| 5Y | -7.8% | -40.6% | +32.8% | -5.5% |
| 10Y | +222.5% | +109.4% | +113.1% | +212.2% |
| All | +983.8% | +2,188.2% | -1,204.4% | +829.5% |
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 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