+11.5%
AG vs SBAC
-4.7%
+16.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -5.3% |
| 7D | -6.0% | -2.7% | -3.3% | -6.0% |
| 30D | -14.3% | +3.3% | -17.6% | -14.2% |
| 3M | -26.9% | +3.3% | -30.2% | -27.0% |
| 6M | -42.1% | -10.9% | -31.2% | -42.4% |
| YTD | -15.9% | -1.0% | -14.9% | -16.0% |
| 1Y | +11.5% | -4.5% | +16.0% | +11.8% |
| All | +11.5% | -4.7% | +16.2% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling