+1,599.7%
ALB vs SBAC
+2,208.1%
-608.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -4.3% |
| 7D | -8.1% | -0.8% | -7.3% | -8.0% |
| 30D | +6.3% | +6.9% | -0.7% | +5.2% |
| 3M | -23.6% | -8.2% | -15.3% | -22.7% |
| 6M | -24.6% | -1.6% | -23.0% | -24.9% |
| YTD | -10.3% | -0.1% | -10.2% | -11.0% |
| 1Y | +61.5% | -0.5% | +61.9% | +60.0% |
| 3Y | -34.0% | -9.1% | -24.9% | -34.0% |
| 5Y | -44.6% | -43.8% | -0.8% | -40.9% |
| 10Y | +76.1% | +80.5% | -4.4% | +60.6% |
| All | +1,599.7% | +2,208.1% | -608.4% | +1,117.6% |
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