+2.2%
ACM vs SBAC
-39.6%
+41.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +5.6% | +0.6% | +5.0% | +5.5% |
| 30D | +20.8% | +5.5% | +15.3% | +19.5% |
| 3M | +11.4% | +3.1% | +8.3% | +10.6% |
| 6M | +0.9% | -7.0% | +8.0% | +2.0% |
| YTD | -24.8% | +0.5% | -25.3% | -25.8% |
| 1Y | -46.4% | +0.2% | -46.7% | -47.1% |
| 3Y | -9.2% | -7.4% | -1.9% | -10.8% |
| All | +2.2% | -39.6% | +41.9% | +15.9% |
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