-98.7%
AMC vs SBAC
+111.4%
-210.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +5.5% | +3.6% | +1.8% | +4.5% |
| 30D | +16.1% | +4.9% | +11.2% | +14.4% |
| 3M | +43.0% | +6.5% | +36.5% | +40.2% |
| 6M | +130.7% | -11.1% | +141.8% | +137.4% |
| YTD | +121.8% | +0.9% | +120.9% | +118.7% |
| 1Y | +40.7% | -1.6% | +42.2% | +39.7% |
| 3Y | -56.8% | -7.0% | -49.8% | -57.3% |
| 5Y | -99.1% | -39.2% | -59.9% | -99.0% |
| All | -98.7% | +111.4% | -210.1% | -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