-10.9%
ALLY vs SBAC
-41.3%
+30.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -2.1% | -3.4% | +1.2% | -1.3% |
| 30D | +2.0% | +2.6% | -0.6% | +1.2% |
| 3M | -13.3% | +2.6% | -15.9% | -14.1% |
| 6M | -9.9% | -11.5% | +1.7% | -7.4% |
| YTD | -13.5% | -1.6% | -11.9% | -14.8% |
| 1Y | -2.8% | -5.1% | +2.3% | -3.0% |
| 3Y | +63.4% | -9.3% | +72.8% | +59.9% |
| 5Y | -10.9% | -41.0% | +30.1% | -0.2% |
| All | -10.9% | -41.3% | +30.4% | -0.2% |
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 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