+1,240.4%
ALB vs SBAC
+2,207.9%
-967.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | +9.1% | +1.2% | +7.9% | +8.9% |
| 30D | -3.4% | +11.2% | -14.6% | -5.0% |
| 3M | -20.6% | +4.5% | -25.0% | -21.2% |
| 6M | -48.2% | -12.2% | -36.0% | -47.4% |
| YTD | -29.2% | -0.1% | -29.1% | -29.9% |
| 1Y | +10.0% | -0.3% | +10.3% | +9.0% |
| 3Y | -12.9% | -8.7% | -4.2% | -13.1% |
| 5Y | -61.3% | -40.2% | -21.1% | -59.1% |
| 10Y | +35.8% | +97.3% | -61.5% | +22.3% |
| All | +1,240.4% | +2,207.9% | -967.5% | +859.2% |
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