-11.6%
ALC vs SBAC
-40.3%
+28.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.5% |
| 7D | +4.9% | +1.2% | +3.7% | +4.5% |
| 30D | +19.0% | +11.2% | +7.8% | +15.2% |
| 3M | +7.8% | +4.5% | +3.3% | +6.2% |
| 6M | +14.6% | -12.2% | +26.7% | +18.4% |
| YTD | -4.4% | -0.1% | -4.3% | -5.9% |
| 1Y | +1.4% | -0.3% | +1.6% | -0.1% |
| 3Y | +2.5% | -8.7% | +11.2% | +2.3% |
| All | -11.6% | -40.3% | +28.8% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling