+66.9%
AMAT vs SBAC
-2.9%
+69.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.3% |
| 7D | +11.4% | +0.6% | +10.7% | +11.6% |
| 30D | -17.0% | +5.5% | -22.5% | -15.3% |
| 3M | -30.6% | +3.1% | -33.7% | -29.5% |
| 6M | -14.9% | -7.0% | -7.9% | -13.4% |
| YTD | +44.7% | +0.5% | +44.2% | +50.7% |
| 1Y | +66.9% | +0.2% | +66.7% | +74.1% |
| All | +66.9% | -2.9% | +69.8% | +74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling