-27.8%
ALK vs SBAC
-39.8%
+12.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +2.6% | -2.8% | +5.4% | +3.2% |
| 30D | +7.8% | +3.1% | +4.7% | +7.1% |
| 3M | -15.2% | +5.1% | -20.4% | -16.2% |
| 6M | +5.0% | -11.4% | +16.4% | +7.5% |
| YTD | -18.4% | +0.2% | -18.6% | -19.2% |
| 1Y | -2.4% | -3.9% | +1.5% | -2.3% |
| 3Y | +19.8% | -7.7% | +27.4% | +18.5% |
| 5Y | -27.8% | -39.7% | +12.0% | -23.1% |
| All | -27.8% | -39.8% | +12.0% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling