+193.0%
ARM vs SBAC
-5.4%
+198.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.7% |
| 7D | -5.3% | +3.0% | -8.3% | -4.9% |
| 30D | -30.0% | +4.3% | -34.3% | -29.6% |
| 3M | -34.1% | +4.1% | -38.2% | -33.6% |
| 6M | -12.6% | -11.6% | -1.0% | -12.9% |
| YTD | +70.4% | +0.4% | +70.1% | +73.0% |
| 1Y | +22.3% | -1.1% | +23.4% | +24.1% |
| 3Y | +261.2% | -7.3% | +268.4% | +263.1% |
| All | +193.0% | -5.4% | +198.3% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling