-11.8%
ACN vs SBAC
-10.4%
-1.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.5% |
| 7D | +0.9% | +1.2% | -0.3% | +0.7% |
| 30D | +33.5% | +11.2% | +22.4% | +31.4% |
| 3M | +53.5% | +4.5% | +49.0% | +52.6% |
| 6M | +52.2% | -12.2% | +64.4% | +53.6% |
| YTD | -0.1% | -0.1% | 0.0% | -0.9% |
| 1Y | +11.0% | -0.3% | +11.3% | +10.2% |
| 3Y | -11.8% | -8.7% | -3.1% | -11.2% |
| All | -11.8% | -10.4% | -1.4% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling