+21.2%
ALK vs SBAC
-7.1%
+28.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +12.9% | +3.6% | +9.3% | +12.4% |
| 30D | +5.5% | +4.9% | +0.6% | +4.9% |
| 3M | -12.1% | +6.5% | -18.6% | -12.9% |
| 6M | +1.7% | -11.1% | +12.8% | +3.1% |
| YTD | -17.4% | +0.9% | -18.3% | -17.4% |
| 1Y | -1.9% | -1.6% | -0.4% | -1.6% |
| 3Y | +21.2% | -7.0% | +28.2% | +19.1% |
| All | +21.2% | -7.1% | +28.4% | +19.1% |
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