+22.7%
ALM vs SBAC
-0.1%
+22.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +8.0% |
| 7D | +0.7% | +3.0% | -2.2% | +0.5% |
| 30D | -26.1% | +4.3% | -30.4% | -26.2% |
| 3M | -38.1% | +4.1% | -42.3% | -38.3% |
| 6M | -55.4% | -11.6% | -43.8% | -54.4% |
| YTD | -0.4% | +0.4% | -0.8% | -1.4% |
| All | +22.7% | -0.1% | +22.9% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling