+147.1%
AMAT vs SBAC
-39.6%
+186.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.9% |
| 7D | +11.4% | +0.6% | +10.7% | +11.3% |
| 30D | -17.0% | +5.5% | -22.5% | -17.4% |
| 3M | -30.6% | +3.1% | -33.7% | -30.8% |
| 6M | -14.9% | -7.0% | -7.9% | -14.2% |
| YTD | +44.7% | +0.5% | +44.2% | +43.3% |
| 1Y | +66.9% | +0.2% | +66.7% | +65.4% |
| 3Y | +153.3% | -7.4% | +160.6% | +145.9% |
| All | +147.1% | -39.6% | +186.7% | +191.8% |
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 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