+123.4%
ALLY vs SBAC
+133.5%
-10.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +3.7% | -0.8% | +4.5% | +3.9% |
| 30D | -2.3% | +6.9% | -9.2% | -4.3% |
| 3M | +3.8% | -8.2% | +12.1% | +6.1% |
| 6M | +9.7% | -1.6% | +11.3% | +8.6% |
| YTD | -1.4% | -0.1% | -1.3% | -3.4% |
| 1Y | +8.2% | -0.5% | +8.7% | +6.1% |
| 3Y | +66.5% | -9.1% | +75.5% | +63.6% |
| 5Y | +1.2% | -43.8% | +45.0% | +16.5% |
| 10Y | +191.4% | +80.5% | +110.9% | +124.4% |
| All | +123.4% | +133.5% | -10.0% | +61.8% |
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