+3,082.3%
ALM vs SBAC
+78.4%
+3,003.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | +3.6% | +0.2% | +3.4% | +3.6% |
| 30D | +33.8% | +3.9% | +29.9% | +32.9% |
| 3M | +14.8% | -8.2% | +23.0% | +16.2% |
| 6M | -7.0% | -2.8% | -4.2% | -6.8% |
| YTD | +108.1% | -1.5% | +109.6% | +107.1% |
| 1Y | +313.8% | 0.0% | +313.8% | +310.1% |
| 3Y | +2,227.6% | -8.4% | +2,236.0% | +2,220.8% |
| 5Y | +956.6% | -43.5% | +1,000.2% | +1,022.4% |
| 10Y | +3,082.3% | +86.9% | +2,995.4% | +2,555.8% |
| All | +3,082.3% | +78.4% | +3,003.9% | +2,555.8% |
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 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