+93.7%
AMC vs SBAC
-10.5%
+104.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.2% | -11.3% | -12.1% |
| 7D | 0.0% | +4.4% | -4.4% | -1.2% |
| 30D | +4.4% | +13.8% | -9.4% | +0.2% |
| 3M | +15.4% | +9.0% | +6.4% | +11.9% |
| 6M | +93.7% | -10.0% | +103.7% | +110.5% |
| All | +93.7% | -10.5% | +104.2% | +110.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling