+279.1%
ABT vs SFM
+132.6%
+146.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +2.5% | -4.4% | +6.8% | +2.9% |
| 3M | +20.2% | +1.5% | +18.7% | +19.7% |
| 6M | -2.9% | +6.5% | -9.4% | -4.1% |
| YTD | -11.9% | +2.2% | -14.1% | -12.7% |
| 1Y | -16.5% | -41.9% | +25.3% | -12.6% |
| 3Y | +12.1% | +106.8% | -94.6% | -0.2% |
| 5Y | -7.4% | +231.6% | -239.0% | -23.2% |
| 10Y | +210.7% | +258.4% | -47.7% | +145.2% |
| All | +279.1% | +132.6% | +146.6% | +210.2% |
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