-98.7%
AMC vs SBAC
+93.8%
-192.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.5% |
| 7D | +2.6% | +1.2% | +1.4% | +2.3% |
| 30D | +9.0% | +11.2% | -2.1% | +5.7% |
| 3M | +22.2% | +4.5% | +17.7% | +20.5% |
| 6M | +91.5% | -12.2% | +103.6% | +97.6% |
| YTD | +101.3% | -0.1% | +101.4% | +99.1% |
| 1Y | +20.8% | -0.3% | +21.0% | +19.5% |
| 3Y | -71.3% | -8.7% | -62.6% | -71.5% |
| 5Y | -99.2% | -40.2% | -59.1% | -99.2% |
| All | -98.7% | +93.8% | -192.5% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling