+114.1%
AG vs SBAC
-2.7%
+116.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.0% | -5.0% |
| 7D | -5.8% | -5.3% | -0.5% | -6.0% |
| 30D | +6.4% | +0.4% | +6.0% | +6.4% |
| 3M | +28.4% | -11.9% | +40.3% | +28.1% |
| 6M | -24.5% | -4.5% | -20.0% | -22.4% |
| YTD | +21.2% | -4.3% | +25.5% | +22.3% |
| 1Y | +114.1% | -3.9% | +118.0% | +120.4% |
| All | +114.1% | -2.7% | +116.8% | +120.4% |
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