+400.4%
ALAB vs SBAC
-6.2%
+406.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.1% | +10.8% | +9.4% |
| 7D | +7.2% | -0.8% | +8.0% | +6.9% |
| 30D | -2.5% | +6.9% | -9.4% | -0.3% |
| 3M | -13.3% | -8.2% | -5.1% | -14.8% |
| 6M | +172.8% | -1.6% | +174.5% | +165.6% |
| YTD | +86.6% | -0.1% | +86.7% | +84.6% |
| 1Y | +65.2% | -0.5% | +65.6% | +63.7% |
| All | +400.4% | -6.2% | +406.6% | +403.1% |
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