+120.4%
AS vs SBAC
-10.1%
+130.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.6% |
| 7D | -4.9% | -0.8% | -4.1% | -4.9% |
| 30D | -19.6% | +6.9% | -26.5% | -19.8% |
| 3M | -14.4% | -8.2% | -6.2% | -14.2% |
| 6M | -20.1% | -1.6% | -18.5% | -19.8% |
| YTD | -20.9% | -0.1% | -20.8% | -20.7% |
| 1Y | -21.9% | -0.5% | -21.4% | -21.6% |
| All | +120.4% | -10.1% | +130.5% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling