+334.4%
ALK vs SBAC
+2,252.5%
-1,918.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | +7.1% | +4.4% | +2.6% | +6.4% |
| 30D | -3.0% | +13.8% | -16.8% | -4.9% |
| 3M | -25.6% | +9.0% | -34.6% | -26.7% |
| 6M | +0.5% | -10.0% | +10.5% | +1.7% |
| YTD | -23.1% | +1.8% | -24.9% | -23.9% |
| 1Y | -7.5% | +1.1% | -8.7% | -8.5% |
| 3Y | +15.3% | -9.5% | +24.8% | +15.1% |
| 5Y | -34.8% | -39.0% | +4.2% | -31.4% |
| 10Y | -41.2% | +101.1% | -142.3% | -48.7% |
| All | +334.4% | +2,252.5% | -1,918.1% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling