+4.2%
ALK vs SBAC
-8.8%
+13.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -19.2% | +6.9% | -26.2% | -19.9% |
| 3M | -1.5% | -8.2% | +6.7% | -0.3% |
| 6M | -13.1% | -1.6% | -11.4% | -12.6% |
| YTD | -16.4% | -0.1% | -16.3% | -16.4% |
| 1Y | -33.1% | -0.5% | -32.6% | -33.0% |
| All | +4.2% | -8.8% | +13.1% | +5.2% |
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