+16.0%
AA vs SBAC
+2.4%
+13.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.1% | +3.4% |
| 7D | +0.9% | +5.8% | -4.9% | +1.6% |
| 30D | -6.4% | +20.8% | -27.3% | -4.2% |
| 3M | -13.0% | +4.8% | -17.7% | -12.5% |
| 6M | -34.6% | -9.1% | -25.5% | -35.6% |
| YTD | -23.0% | +3.1% | -26.1% | -23.8% |
| 1Y | +16.0% | +2.2% | +13.8% | +15.4% |
| All | +16.0% | +2.4% | +13.6% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling