+83.0%
ALB vs SBAC
+76.8%
+6.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -1.2% | +3.2% | -4.4% | -2.4% |
| 3M | -13.3% | -5.1% | -8.3% | -12.1% |
| 6M | -19.8% | -2.1% | -17.7% | -20.5% |
| YTD | -7.9% | -0.5% | -7.4% | -9.9% |
| 1Y | +60.2% | +1.1% | +59.0% | +55.2% |
| 3Y | -26.4% | -7.4% | -19.0% | -28.0% |
| 5Y | -42.5% | -44.3% | +1.8% | -31.3% |
| 10Y | +83.0% | +77.6% | +5.5% | +38.7% |
| All | +83.0% | +76.8% | +6.2% | +38.7% |
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