+257.6%
ALAB vs SBAC
-5.6%
+263.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.1% |
| 7D | +16.3% | +0.6% | +15.7% | +16.6% |
| 30D | -26.1% | +5.5% | -31.6% | -24.6% |
| 3M | -31.3% | +3.1% | -34.4% | -30.5% |
| 6M | -1.0% | -7.0% | +6.0% | -2.2% |
| YTD | +33.3% | +0.5% | +32.8% | +32.2% |
| 1Y | +53.5% | +0.2% | +53.3% | +51.8% |
| All | +257.6% | -5.6% | +263.2% | +260.3% |
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