+96.8%
ALLY vs SBAC
+133.4%
-36.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.1% |
| 7D | +0.9% | +1.2% | -0.3% | +0.6% |
| 30D | +3.1% | +11.2% | -8.1% | -0.4% |
| 3M | -12.6% | +4.5% | -17.0% | -14.0% |
| 6M | -12.4% | -12.2% | -0.3% | -9.7% |
| YTD | -13.2% | -0.1% | -13.0% | -15.1% |
| 1Y | +1.8% | -0.3% | +2.1% | -0.5% |
| 3Y | +58.0% | -8.7% | +66.7% | +54.8% |
| 5Y | -8.4% | -40.2% | +31.7% | +3.1% |
| 10Y | +195.3% | +97.3% | +97.9% | +118.8% |
| All | +96.8% | +133.4% | -36.6% | +42.1% |
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 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