+75.8%
ALB vs SBAC
+0.1%
+75.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -8.6% | +0.2% | -8.8% | -8.6% |
| 30D | -4.0% | +3.9% | -7.9% | -4.0% |
| 3M | -17.4% | -8.2% | -9.2% | -17.7% |
| 6M | -25.4% | -2.8% | -22.6% | -25.0% |
| YTD | -10.5% | -1.5% | -9.0% | -10.5% |
| 1Y | +75.8% | 0.0% | +75.8% | +80.8% |
| All | +75.8% | +0.1% | +75.7% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling