-9.4%
ABT vs SFM
+217.9%
-227.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | +0.1% |
| 7D | -4.7% | -7.2% | +2.4% | -4.1% |
| 30D | -3.1% | -14.3% | +11.2% | -1.9% |
| 3M | +16.1% | -13.7% | +29.9% | +17.4% |
| 6M | -5.3% | -6.0% | +0.7% | -5.2% |
| YTD | -14.4% | -8.2% | -6.2% | -14.3% |
| 1Y | -18.4% | -46.2% | +27.8% | -14.3% |
| 3Y | +11.2% | +83.6% | -72.4% | -0.6% |
| 5Y | -9.4% | +212.7% | -222.1% | -21.3% |
| All | -9.4% | +217.9% | -227.2% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling