-47.0%
ACM vs SBAC
+2.4%
-49.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +2.8% |
| 7D | +9.5% | +5.8% | +3.7% | +9.4% |
| 30D | +14.7% | +20.8% | -6.1% | +14.3% |
| 3M | -9.5% | +4.8% | -14.2% | -9.8% |
| 6M | -18.0% | -9.1% | -8.9% | -18.6% |
| YTD | -27.3% | +3.1% | -30.3% | -27.3% |
| 1Y | -47.0% | +2.2% | -49.2% | -47.1% |
| All | -47.0% | +2.4% | -49.4% | -47.1% |
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