-8.7%
AA vs SBAC
+2,208.1%
-2,216.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | +5.0% | +6.9% | -1.9% | +3.8% |
| 3M | -35.8% | -8.2% | -27.6% | -35.1% |
| 6M | -18.4% | -1.6% | -16.8% | -19.0% |
| YTD | -5.5% | -0.1% | -5.4% | -6.7% |
| 1Y | +61.0% | -0.5% | +61.4% | +58.9% |
| 3Y | +66.2% | -9.1% | +75.3% | +65.2% |
| 5Y | +11.4% | -43.8% | +55.2% | +19.3% |
| 10Y | +116.9% | +80.5% | +36.4% | +89.4% |
| All | -8.7% | +2,208.1% | -2,216.8% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling