-97.7%
AMC vs SBAC
+150.7%
-248.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +15.4% | +9.0% | +6.4% | +12.3% |
| 6M | +93.7% | -10.0% | +103.7% | +98.8% |
| YTD | +97.4% | +1.8% | +95.6% | +94.2% |
| 1Y | +23.2% | +1.1% | +22.1% | +21.4% |
| 3Y | -71.3% | -9.5% | -61.7% | -71.3% |
| 5Y | -99.3% | -39.0% | -60.3% | -99.2% |
| 10Y | -98.7% | +101.1% | -199.9% | -99.0% |
| All | -97.7% | +150.7% | -248.4% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling