+18.6%
ALK vs SBAC
-10.4%
+29.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.0% |
| 3M | -23.2% | +4.5% | -27.6% | -23.7% |
| 6M | -3.9% | -12.2% | +8.3% | -2.4% |
| YTD | -22.6% | -0.1% | -22.5% | -22.5% |
| 1Y | -5.3% | -0.3% | -5.1% | -5.2% |
| 3Y | +18.6% | -8.7% | +27.3% | +16.0% |
| All | +18.6% | -10.4% | +29.0% | +16.0% |
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