-0.9%
ACM vs SBAC
-40.3%
+39.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +5.4% | +1.2% | +4.2% | +5.1% |
| 30D | +15.1% | +11.2% | +3.9% | +12.6% |
| 3M | -10.5% | +4.5% | -14.9% | -11.3% |
| 6M | -19.7% | -12.2% | -7.5% | -17.9% |
| YTD | -28.8% | -0.1% | -28.7% | -29.6% |
| 1Y | -47.9% | -0.3% | -47.6% | -48.5% |
| 3Y | -12.4% | -8.7% | -3.6% | -13.5% |
| All | -0.9% | -40.3% | +39.4% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling