+2,031.1%
ALM vs SBAC
+97.3%
+1,933.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +8.0% |
| 7D | +0.7% | +3.0% | -2.2% | +0.2% |
| 30D | -26.1% | +4.3% | -30.4% | -26.7% |
| 3M | -38.1% | +4.1% | -42.3% | -38.6% |
| 6M | -55.4% | -11.6% | -43.8% | -54.6% |
| YTD | -0.4% | +0.4% | -0.8% | -1.3% |
| 1Y | +25.4% | -1.1% | +26.5% | +24.6% |
| 3Y | +907.8% | -7.3% | +915.0% | +903.3% |
| 5Y | +440.2% | -40.8% | +480.9% | +469.9% |
| 10Y | +2,031.1% | +103.0% | +1,928.2% | +1,589.4% |
| All | +2,031.1% | +97.3% | +1,933.9% | +1,589.4% |
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