+72.8%
AG vs SBAC
-44.9%
+117.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +12.5% | +3.9% | +8.6% | +11.1% |
| 3M | +28.2% | -8.2% | +36.3% | +30.8% |
| 6M | -18.8% | -2.8% | -16.0% | -19.6% |
| YTD | +27.4% | -1.5% | +28.9% | +25.1% |
| 1Y | +132.2% | 0.0% | +132.2% | +126.2% |
| 3Y | +286.9% | -8.4% | +295.3% | +284.0% |
| 5Y | +72.8% | -43.5% | +116.3% | +119.2% |
| All | +72.8% | -44.9% | +117.7% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling