+1,182.1%
ALB vs SBAC
+2,232.4%
-1,050.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | +5.3% | +3.6% | +1.6% | +4.7% |
| 30D | -6.3% | +4.9% | -11.2% | -7.0% |
| 3M | -27.4% | +6.5% | -33.9% | -28.2% |
| 6M | -53.1% | -11.1% | -42.0% | -52.4% |
| YTD | -32.3% | +0.9% | -33.3% | -33.0% |
| 1Y | -7.3% | -1.6% | -5.7% | -8.0% |
| 3Y | -14.9% | -7.0% | -7.9% | -15.4% |
| 5Y | -62.0% | -39.2% | -22.8% | -59.9% |
| 10Y | +33.0% | +111.4% | -78.4% | +18.8% |
| All | +1,182.1% | +2,232.4% | -1,050.3% | +816.0% |
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