-40.6%
ACN vs SBAC
-43.7%
+3.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | +9.4% | +6.9% | +2.4% | +7.3% |
| 3M | +5.6% | -8.2% | +13.9% | +8.1% |
| 6M | -9.3% | -1.6% | -7.6% | -9.6% |
| YTD | -29.0% | -0.1% | -28.9% | -29.8% |
| 1Y | -24.7% | -0.5% | -24.2% | -25.6% |
| 3Y | -39.8% | -9.1% | -30.8% | -40.5% |
| All | -40.6% | -43.7% | +3.1% | -27.3% |
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