+1,370.8%
AMAT vs SBAC
+103.9%
+1,266.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -2.5% | +3.6% | -6.1% | -3.4% |
| 30D | -26.5% | +4.9% | -31.4% | -27.6% |
| 3M | -28.6% | +6.5% | -35.0% | -30.1% |
| 6M | -14.2% | -11.1% | -3.1% | -12.5% |
| YTD | +45.5% | +0.9% | +44.5% | +40.5% |
| 1Y | +59.3% | -1.6% | +60.9% | +55.1% |
| 3Y | +153.1% | -7.0% | +160.1% | +139.2% |
| 5Y | +158.2% | -39.2% | +197.4% | +195.8% |
| 10Y | +1,370.8% | +111.4% | +1,259.4% | +1,033.9% |
| All | +1,370.8% | +103.9% | +1,266.9% | +1,033.9% |
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