-98.7%
AMC vs SBAC
+97.3%
-195.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.1% |
| 7D | +6.6% | +3.0% | +3.6% | +5.8% |
| 30D | +14.1% | +4.3% | +9.8% | +12.6% |
| 3M | +31.3% | +4.1% | +27.1% | +29.6% |
| 6M | +126.7% | -11.6% | +138.3% | +133.6% |
| YTD | +117.9% | +0.4% | +117.6% | +115.3% |
| 1Y | +41.1% | -1.1% | +42.2% | +39.9% |
| 3Y | -61.0% | -7.3% | -53.7% | -61.4% |
| 5Y | -99.1% | -40.8% | -58.4% | -99.1% |
| 10Y | -98.7% | +103.0% | -201.6% | -98.8% |
| All | -98.7% | +97.3% | -195.9% | -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