+671.1%
AU vs SBAC
+2,222.3%
-1,551.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -7.2% | +0.6% | -7.8% | -7.3% |
| 30D | -2.9% | +5.5% | -8.3% | -3.4% |
| 3M | -8.7% | +3.1% | -11.7% | -9.0% |
| 6M | -14.1% | -7.0% | -7.1% | -13.8% |
| YTD | +4.8% | +0.5% | +4.3% | +4.2% |
| 1Y | +11.9% | +0.2% | +11.7% | +11.3% |
| 3Y | +513.8% | -7.4% | +521.2% | +514.1% |
| 5Y | +379.3% | -39.7% | +419.0% | +395.7% |
| 10Y | +837.1% | +112.5% | +724.5% | +778.8% |
| All | +671.1% | +2,222.3% | -1,551.2% | +506.5% |
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