-9.1%
ALC vs SBAC
-4.7%
-4.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -6.2% | -2.7% | -3.4% | -5.8% |
| 30D | +14.0% | +3.3% | +10.7% | +13.5% |
| 3M | -2.4% | +3.3% | -5.7% | -2.8% |
| 6M | +12.6% | -10.9% | +23.6% | +13.0% |
| YTD | -8.4% | -1.0% | -7.4% | -8.6% |
| 1Y | -9.1% | -4.5% | -4.7% | -9.5% |
| All | -9.1% | -4.7% | -4.5% | -9.5% |
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