+75.7%
AA vs SBAC
-8.2%
+83.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.7% |
| 7D | +4.8% | +3.0% | +1.8% | +4.7% |
| 30D | -0.6% | +4.3% | -5.0% | -0.8% |
| 3M | -16.3% | +4.1% | -20.4% | -16.4% |
| 6M | -33.4% | -11.6% | -21.8% | -32.9% |
| YTD | -20.7% | +0.4% | -21.1% | -21.4% |
| 1Y | +12.9% | -1.1% | +14.0% | +12.3% |
| 3Y | +75.7% | -7.3% | +83.0% | +81.0% |
| All | +75.7% | -8.2% | +83.9% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling