-47.4%
ALK vs SBAC
+114.8%
-162.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.8% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | +7.7% | +5.5% | +2.2% | +6.3% |
| 3M | -19.0% | +3.1% | -22.1% | -19.7% |
| 6M | -0.2% | -7.0% | +6.8% | +1.0% |
| YTD | -23.5% | +0.5% | -24.0% | -24.6% |
| 1Y | -9.1% | +0.2% | -9.3% | -10.4% |
| 3Y | +12.0% | -7.4% | +19.4% | +10.5% |
| 5Y | -30.9% | -39.7% | +8.9% | -23.7% |
| All | -47.4% | +114.8% | -162.2% | -56.9% |
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