+264.0%
AG vs SBAC
+627.2%
-363.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -4.5% |
| 7D | -6.0% | -3.4% | -2.7% | -4.6% |
| 30D | -14.3% | +2.6% | -16.9% | -15.4% |
| 3M | -26.9% | +2.6% | -29.5% | -28.0% |
| 6M | -42.1% | -11.5% | -30.6% | -39.9% |
| YTD | -15.9% | -1.6% | -14.2% | -18.4% |
| 1Y | +11.5% | -5.1% | +16.6% | +9.8% |
| 3Y | +208.0% | -9.3% | +217.3% | +202.6% |
| 5Y | +2.4% | -41.0% | +43.4% | +20.4% |
| 10Y | +77.0% | +108.0% | -31.0% | +1.3% |
| All | +264.0% | +627.2% | -363.1% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling