+25.7%
ALHC vs SBAC
-10.4%
+36.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.7% |
| 7D | +1.0% | +1.2% | -0.3% | +0.9% |
| 30D | -14.2% | +11.2% | -25.3% | -15.0% |
| 3M | -45.1% | +4.5% | -49.6% | -45.3% |
| 6M | -59.5% | -12.2% | -47.4% | -58.8% |
| YTD | -62.8% | -0.1% | -62.7% | -63.0% |
| 1Y | -55.5% | -0.3% | -55.2% | -55.7% |
| 3Y | +25.7% | -8.7% | +34.4% | +27.6% |
| All | +25.7% | -10.4% | +36.1% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling