-71.3%
AMC vs SBAC
-10.4%
-60.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +2.6% | +1.2% | +1.4% | +2.4% |
| 30D | +9.0% | +11.2% | -2.1% | +6.3% |
| 3M | +22.2% | +4.5% | +17.7% | +20.7% |
| 6M | +91.5% | -12.2% | +103.6% | +96.1% |
| YTD | +101.3% | -0.1% | +101.4% | +98.6% |
| 1Y | +20.8% | -0.3% | +21.0% | +19.2% |
| 3Y | -71.3% | -8.7% | -62.6% | -71.4% |
| All | -71.3% | -10.4% | -60.9% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling