+988.1%
ABT vs SBAC
+2,208.1%
-1,220.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | +2.5% | +6.9% | -4.4% | +2.0% |
| 3M | +20.2% | -8.2% | +28.4% | +20.8% |
| 6M | -2.9% | -1.6% | -1.3% | -3.1% |
| YTD | -11.9% | -0.1% | -11.8% | -12.2% |
| 1Y | -16.5% | -0.5% | -16.1% | -16.8% |
| 3Y | +12.1% | -9.1% | +21.2% | +12.1% |
| 5Y | -7.4% | -43.8% | +36.4% | -4.8% |
| 10Y | +210.7% | +80.5% | +130.2% | +202.5% |
| All | +988.1% | +2,208.1% | -1,220.1% | +832.8% |
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