+40.8%
ALB vs SBAC
+97.3%
-56.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +9.5% | +3.0% | +6.5% | +8.3% |
| 30D | -2.1% | +4.3% | -6.4% | -3.7% |
| 3M | -24.1% | +4.1% | -28.3% | -25.5% |
| 6M | -51.0% | -11.6% | -39.4% | -49.3% |
| YTD | -29.3% | +0.4% | -29.7% | -31.2% |
| 1Y | +3.2% | -1.1% | +4.3% | +0.8% |
| 3Y | -9.3% | -7.3% | -2.1% | -11.5% |
| 5Y | -61.6% | -40.8% | -20.9% | -55.3% |
| 10Y | +40.8% | +103.0% | -62.2% | +3.0% |
| All | +40.8% | +97.3% | -56.5% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling