+1,942.8%
ALM vs SBAC
+110.3%
+1,832.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.8% | -4.7% | -6.2% |
| 7D | -4.0% | -3.4% | -0.7% | -3.5% |
| 30D | -30.5% | +2.6% | -33.1% | -30.9% |
| 3M | -46.9% | +2.6% | -49.5% | -47.2% |
| 6M | -65.5% | -11.5% | -54.0% | -64.9% |
| YTD | -13.4% | -1.6% | -11.8% | -13.8% |
| 1Y | +9.8% | -5.1% | +14.9% | +9.9% |
| 3Y | +783.1% | -9.3% | +792.4% | +783.0% |
| 5Y | +378.3% | -41.0% | +419.3% | +404.0% |
| All | +1,942.8% | +110.3% | +1,832.6% | +1,603.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling