+374.2%
AU vs SBAC
-39.6%
+413.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.9% |
| 7D | -7.2% | +0.6% | -7.8% | -7.4% |
| 30D | -2.9% | +5.5% | -8.3% | -4.6% |
| 3M | -8.7% | +3.1% | -11.7% | -9.7% |
| 6M | -14.1% | -7.0% | -7.1% | -12.9% |
| YTD | +4.8% | +0.5% | +4.3% | +2.7% |
| 1Y | +11.9% | +0.2% | +11.7% | +9.7% |
| 3Y | +513.8% | -7.4% | +521.2% | +515.2% |
| All | +374.2% | -39.6% | +413.9% | +472.4% |
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