+284.9%
ABT vs SFM
+44.5%
+240.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.5% | -1.4% |
| 7D | -5.4% | -7.1% | +1.7% | -4.7% |
| 30D | +8.0% | -21.4% | +29.4% | +10.2% |
| 3M | +0.2% | -40.1% | +40.3% | +5.0% |
| 6M | +34.1% | -38.0% | +72.2% | +39.8% |
| YTD | -10.6% | -36.5% | +25.9% | -7.4% |
| 1Y | -11.8% | -35.2% | +23.4% | -8.9% |
| 3Y | +23.9% | +23.5% | +0.4% | +15.9% |
| 5Y | -5.1% | +109.7% | -114.8% | -17.9% |
| 10Y | +228.6% | +132.6% | +96.0% | +170.4% |
| All | +284.9% | +44.5% | +240.4% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling