-5.3%
ALK vs SBAC
-0.4%
-4.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | +9.0% | +1.2% | +7.8% | +8.9% |
| 30D | -1.6% | +11.2% | -12.8% | -2.7% |
| 3M | -23.2% | +4.5% | -27.6% | -23.6% |
| 6M | -3.9% | -12.2% | +8.3% | -2.6% |
| YTD | -22.6% | -0.1% | -22.5% | -19.6% |
| 1Y | -5.3% | -0.3% | -5.1% | -1.3% |
| All | -5.3% | -0.4% | -4.9% | -1.3% |
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