+2,420.6%
AMAT vs SBAC
+2,252.5%
+168.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.2% | -12.3% | -13.4% |
| 7D | -24.3% | +4.4% | -28.7% | -24.9% |
| 30D | -39.8% | +13.8% | -53.6% | -41.2% |
| 3M | -40.2% | +9.0% | -49.2% | -41.3% |
| 6M | -22.1% | -10.0% | -12.1% | -21.6% |
| YTD | +24.7% | +1.8% | +22.9% | +21.9% |
| 1Y | +33.3% | +1.1% | +32.1% | +30.4% |
| 3Y | +133.9% | -9.5% | +143.4% | +129.3% |
| 5Y | +117.1% | -39.0% | +156.1% | +127.8% |
| 10Y | +1,158.7% | +101.1% | +1,057.5% | +978.0% |
| All | +2,420.6% | +2,252.5% | +168.1% | +1,129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling