+158.2%
AMAT vs SBAC
-40.1%
+198.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -2.5% | +3.6% | -6.1% | -2.7% |
| 30D | -26.5% | +4.9% | -31.4% | -26.8% |
| 3M | -28.6% | +6.5% | -35.0% | -29.0% |
| 6M | -14.2% | -11.1% | -3.1% | -12.8% |
| YTD | +45.5% | +0.9% | +44.5% | +44.1% |
| 1Y | +59.3% | -1.6% | +60.9% | +58.6% |
| 3Y | +153.1% | -7.0% | +160.1% | +145.6% |
| 5Y | +158.2% | -39.2% | +197.4% | +200.2% |
| All | +158.2% | -40.1% | +198.2% | +200.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling