+230.8%
ACM vs SBAC
+570.4%
-339.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -3.7% | -0.8% | -3.0% | -3.4% |
| 30D | -11.1% | +6.9% | -18.0% | -13.6% |
| 3M | -8.0% | -8.2% | +0.2% | -5.2% |
| 6M | -29.7% | -1.6% | -28.0% | -30.9% |
| YTD | -29.4% | -0.1% | -29.3% | -31.6% |
| 1Y | -46.4% | -0.5% | -46.0% | -48.2% |
| 3Y | -22.3% | -9.1% | -13.3% | -24.8% |
| 5Y | +4.5% | -43.8% | +48.3% | +23.3% |
| 10Y | +127.6% | +80.5% | +47.1% | +38.6% |
| All | +230.8% | +570.4% | -339.6% | -17.1% |
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 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