+126.7%
AMAT vs SBAC
-40.3%
+167.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.4% |
| 7D | -14.7% | +1.2% | -15.9% | -14.8% |
| 30D | -36.1% | +11.2% | -47.3% | -36.7% |
| 3M | -36.9% | +4.5% | -41.3% | -37.1% |
| 6M | -22.2% | -12.2% | -10.0% | -20.8% |
| YTD | +29.9% | -0.1% | +30.1% | +28.8% |
| 1Y | +43.3% | -0.3% | +43.5% | +41.9% |
| 3Y | +142.7% | -8.7% | +151.4% | +136.6% |
| All | +126.7% | -40.3% | +167.0% | +167.8% |
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