+69.8%
AG vs SBAC
+110.3%
-40.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -4.8% |
| 7D | -6.0% | -3.4% | -2.7% | -5.2% |
| 30D | -14.3% | +2.6% | -16.9% | -15.0% |
| 3M | -26.9% | +2.6% | -29.5% | -27.6% |
| 6M | -42.1% | -11.5% | -30.6% | -40.6% |
| YTD | -15.9% | -1.6% | -14.2% | -17.2% |
| 1Y | +11.5% | -5.1% | +16.6% | +10.9% |
| 3Y | +208.0% | -9.3% | +217.3% | +207.3% |
| 5Y | +2.4% | -41.0% | +43.4% | +16.0% |
| All | +69.8% | +110.3% | -40.4% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling