+1,587.5%
AMAT vs SBAC
+80.0%
+1,507.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.6% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -14.8% | +6.9% | -21.7% | -16.5% |
| 3M | -9.3% | -8.2% | -1.0% | -7.9% |
| 6M | +27.4% | -1.6% | +29.0% | +24.9% |
| YTD | +77.6% | -0.1% | +77.7% | +72.5% |
| 1Y | +188.9% | -0.5% | +189.4% | +180.3% |
| 3Y | +202.3% | -9.1% | +211.4% | +188.0% |
| 5Y | +248.9% | -43.8% | +292.7% | +314.7% |
| All | +1,587.5% | +80.0% | +1,507.5% | +1,196.9% |
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 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