+279.0%
AG vs SBAC
-9.5%
+288.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +4.5% | -0.1% | +4.5% | +4.5% |
| 30D | +12.9% | +3.2% | +9.6% | +12.3% |
| 3M | +20.9% | -5.1% | +26.0% | +21.7% |
| 6M | -19.5% | -2.1% | -17.4% | -19.5% |
| YTD | +24.8% | -0.5% | +25.3% | +23.8% |
| 1Y | +120.2% | +1.1% | +119.1% | +117.2% |
| 3Y | +279.0% | -7.4% | +286.4% | +316.3% |
| All | +279.0% | -9.5% | +288.5% | +316.3% |
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