+226.6%
AG vs SBAC
-6.8%
+233.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -4.0% | -2.8% | -1.2% | -3.5% |
| 30D | -13.1% | +3.1% | -16.2% | -13.6% |
| 3M | -22.0% | +5.1% | -27.2% | -22.8% |
| 6M | -37.3% | -11.4% | -25.9% | -36.0% |
| YTD | -11.2% | +0.2% | -11.4% | -12.1% |
| 1Y | +23.9% | -3.9% | +27.9% | +24.4% |
| All | +226.6% | -6.8% | +233.4% | +247.3% |
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 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