+1,162.1%
AMAT vs SBAC
+93.8%
+1,068.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.7% |
| 7D | -14.7% | +1.2% | -15.9% | -15.0% |
| 30D | -36.1% | +11.2% | -47.3% | -38.1% |
| 3M | -36.9% | +4.5% | -41.3% | -37.9% |
| 6M | -22.2% | -12.2% | -10.0% | -20.4% |
| YTD | +29.9% | -0.1% | +30.1% | +25.8% |
| 1Y | +43.3% | -0.3% | +43.5% | +38.6% |
| 3Y | +142.7% | -8.7% | +151.4% | +130.9% |
| 5Y | +126.2% | -40.2% | +166.4% | +160.6% |
| All | +1,162.1% | +93.8% | +1,068.3% | +891.7% |
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