+296.4%
ARM vs SBAC
-5.8%
+302.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +3.8% |
| 7D | +5.5% | -0.8% | +6.2% | +5.4% |
| 30D | -8.2% | +6.9% | -15.1% | -7.5% |
| 3M | -35.9% | -8.2% | -27.7% | -36.1% |
| 6M | +103.1% | -1.6% | +104.8% | +105.2% |
| YTD | +130.6% | -0.1% | +130.7% | +133.5% |
| 1Y | +86.1% | -0.5% | +86.5% | +88.6% |
| All | +296.4% | -5.8% | +302.3% | +288.8% |
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 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