-17.4%
ALB vs SBAC
-2.9%
-14.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | -5.8% | +0.6% | -6.4% | -5.8% |
| 30D | -4.5% | +5.5% | -10.0% | -4.8% |
| 3M | -28.1% | +3.1% | -31.2% | -28.4% |
| 6M | -53.2% | -7.0% | -46.2% | -53.4% |
| YTD | -33.3% | +0.5% | -33.8% | -34.1% |
| 1Y | -17.4% | +0.2% | -17.7% | -18.4% |
| All | -17.4% | -2.9% | -14.5% | -18.4% |
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