+236.1%
ALNY vs SBAC
+87.1%
+149.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.2% |
| 7D | -6.5% | -2.1% | -4.5% | -6.0% |
| 30D | +11.0% | +2.0% | +9.0% | +10.4% |
| 3M | -14.1% | -8.3% | -5.8% | -12.2% |
| 6M | -22.4% | +0.3% | -22.7% | -23.4% |
| YTD | -37.5% | -2.2% | -35.3% | -38.0% |
| 1Y | -46.9% | -4.6% | -42.3% | -47.0% |
| 3Y | +22.1% | -8.3% | +30.4% | +21.0% |
| 5Y | +31.2% | -42.8% | +74.0% | +50.3% |
| All | +236.1% | +87.1% | +149.0% | +236.4% |
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