+268.6%
ARM vs SBAC
-6.5%
+275.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.4% |
| 7D | +9.1% | +0.6% | +8.5% | +9.2% |
| 30D | -19.9% | +5.5% | -25.4% | -19.1% |
| 3M | -31.6% | +3.1% | -34.7% | -31.1% |
| 6M | -13.9% | -7.0% | -6.8% | -14.0% |
| YTD | +74.3% | +0.5% | +73.8% | +77.6% |
| 1Y | +35.8% | +0.2% | +35.6% | +38.4% |
| 3Y | +268.6% | -7.4% | +276.0% | +299.3% |
| All | +268.6% | -6.5% | +275.1% | +299.3% |
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