+233.3%
ACM vs SBAC
+570.4%
-337.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | +5.4% | +1.2% | +4.2% | +4.8% |
| 30D | +15.1% | +11.2% | +3.9% | +9.7% |
| 3M | -10.5% | +4.5% | -14.9% | -12.5% |
| 6M | -19.7% | -12.2% | -7.5% | -16.2% |
| YTD | -28.8% | -0.1% | -28.7% | -31.4% |
| 1Y | -47.9% | -0.3% | -47.6% | -49.7% |
| 3Y | -12.4% | -8.7% | -3.6% | -15.4% |
| 5Y | +0.6% | -40.2% | +40.7% | +14.9% |
| 10Y | +161.3% | +97.3% | +63.9% | +51.1% |
| All | +233.3% | +570.4% | -337.0% | -16.9% |
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 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