-42.0%
ALK vs SBAC
+109.8%
-151.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +2.6% | -2.8% | +5.4% | +3.3% |
| 30D | +7.8% | +3.1% | +4.7% | +7.0% |
| 3M | -15.2% | +5.1% | -20.4% | -16.4% |
| 6M | +5.0% | -11.4% | +16.4% | +7.6% |
| YTD | -18.4% | +0.2% | -18.6% | -19.6% |
| 1Y | -2.4% | -3.9% | +1.5% | -2.7% |
| 3Y | +19.8% | -7.7% | +27.4% | +18.3% |
| 5Y | -27.8% | -39.7% | +12.0% | -20.4% |
| 10Y | -42.0% | +111.9% | -153.9% | -50.7% |
| All | -42.0% | +109.8% | -151.8% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling