+672.3%
AU vs SBAC
+87.1%
+585.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.1% |
| 7D | -4.3% | -2.1% | -2.2% | -3.7% |
| 30D | +7.3% | +2.0% | +5.3% | +6.7% |
| 3M | +26.3% | -8.3% | +34.6% | +29.0% |
| 6M | +1.8% | +0.3% | +1.4% | +0.2% |
| YTD | +26.8% | -2.2% | +29.0% | +25.4% |
| 1Y | +66.7% | -4.6% | +71.3% | +66.2% |
| 3Y | +579.1% | -8.3% | +587.4% | +580.1% |
| 5Y | +689.3% | -42.8% | +732.2% | +797.5% |
| All | +672.3% | +87.1% | +585.1% | +580.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling