-1.6%
ALK vs SBAC
-0.1%
-1.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +7.0% |
| 7D | +8.9% | +3.0% | +5.9% | +8.6% |
| 30D | +5.9% | +4.3% | +1.6% | +5.4% |
| 3M | -16.5% | +4.1% | -20.7% | -17.0% |
| 6M | +2.1% | -11.6% | +13.7% | +3.4% |
| YTD | -17.1% | +0.4% | -17.5% | -14.1% |
| All | -1.6% | -0.1% | -1.4% | +3.7% |
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 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