+197.1%
ABT vs SFM
+271.4%
-74.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.4% |
| 7D | -5.9% | -10.6% | +4.7% | -4.8% |
| 30D | -8.1% | -15.5% | +7.4% | -6.6% |
| 3M | +14.5% | -17.4% | +32.0% | +16.5% |
| 6M | -6.3% | -3.4% | -2.8% | -6.4% |
| YTD | -17.1% | -8.7% | -8.4% | -16.9% |
| 1Y | -21.4% | -47.2% | +25.8% | -16.8% |
| 3Y | +5.9% | +82.7% | -76.8% | -4.8% |
| 5Y | -12.8% | +214.3% | -227.1% | -27.7% |
| All | +197.1% | +271.4% | -74.3% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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