+34.3%
ARM vs SBAC
-4.7%
+39.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -2.0% |
| 7D | +19.8% | -2.7% | +22.6% | +19.2% |
| 30D | -21.8% | +3.3% | -25.1% | -21.0% |
| 3M | -26.5% | +3.3% | -29.8% | -25.8% |
| 6M | -3.9% | -10.9% | +7.0% | -4.6% |
| YTD | +82.8% | -1.0% | +83.7% | +88.1% |
| 1Y | +34.3% | -4.5% | +38.8% | +39.1% |
| All | +34.3% | -4.7% | +39.0% | +39.1% |
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