+1,362.0%
AMAT vs SBAC
+110.3%
+1,251.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.1% |
| 7D | +19.3% | -3.4% | +22.7% | +20.4% |
| 30D | -17.9% | +2.6% | -20.5% | -18.7% |
| 3M | -30.4% | +2.6% | -33.0% | -31.3% |
| 6M | -11.4% | -11.5% | +0.1% | -9.7% |
| YTD | +48.8% | -1.6% | +50.4% | +44.6% |
| 1Y | +66.0% | -5.1% | +71.1% | +63.4% |
| 3Y | +158.8% | -9.3% | +168.2% | +146.2% |
| 5Y | +153.2% | -41.0% | +194.2% | +192.7% |
| All | +1,362.0% | +110.3% | +1,251.8% | +981.8% |
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