+5.7%
AS vs SBAC
+0.4%
+5.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +4.5% | +3.6% | +0.8% | +4.1% |
| 30D | +13.2% | +4.9% | +8.3% | +12.6% |
| 3M | -11.9% | +6.5% | -18.4% | -12.7% |
| 6M | -11.6% | -11.1% | -0.5% | -11.2% |
| YTD | -14.7% | +0.9% | -15.6% | -13.8% |
| 1Y | +5.7% | -1.6% | +7.3% | +7.9% |
| All | +5.7% | +0.4% | +5.3% | +7.9% |
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