+132.8%
AMAT vs SBAC
-8.7%
+141.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.2% | -12.3% | -13.8% |
| 7D | -24.3% | +4.4% | -28.7% | -23.5% |
| 30D | -39.8% | +13.8% | -53.6% | -38.0% |
| 3M | -40.2% | +9.0% | -49.2% | -38.8% |
| 6M | -22.1% | -10.0% | -12.1% | -21.6% |
| YTD | +24.7% | +1.8% | +22.9% | +27.7% |
| 1Y | +33.3% | +1.1% | +32.1% | +36.4% |
| All | +132.8% | -8.7% | +141.5% | +132.6% |
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