+165.0%
AMAT vs SBAC
-8.2%
+173.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.5% |
| 7D | -1.1% | +3.0% | -4.0% | -0.4% |
| 30D | -26.9% | +4.3% | -31.2% | -26.1% |
| 3M | -31.2% | +4.1% | -35.3% | -30.3% |
| 6M | -14.7% | -11.6% | -3.1% | -14.4% |
| YTD | +44.7% | +0.4% | +44.3% | +47.7% |
| 1Y | +62.0% | -1.1% | +63.1% | +65.1% |
| 3Y | +165.0% | -7.3% | +172.2% | +164.8% |
| All | +165.0% | -8.2% | +173.1% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling