+825.4%
ALM vs SBAC
-10.4%
+835.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.4% |
| 7D | -6.7% | +1.2% | -7.9% | -6.8% |
| 30D | -32.9% | +11.2% | -44.1% | -34.0% |
| 3M | -39.5% | +4.5% | -43.9% | -39.9% |
| 6M | -62.0% | -12.2% | -49.8% | -61.2% |
| YTD | -7.8% | -0.1% | -7.7% | -7.8% |
| 1Y | +26.7% | -0.3% | +26.9% | +26.8% |
| 3Y | +825.4% | -8.7% | +834.1% | +832.8% |
| All | +825.4% | -10.4% | +835.7% | +832.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling