-97.5%
AMC vs SBAC
+146.7%
-244.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | -2.8% | -2.8% | -0.1% | -2.0% |
| 30D | +14.0% | +3.1% | +10.9% | +12.9% |
| 3M | +42.5% | +5.1% | +37.4% | +40.2% |
| 6M | +142.6% | -11.4% | +154.0% | +150.0% |
| YTD | +119.2% | +0.2% | +119.0% | +116.6% |
| 1Y | +40.7% | -3.9% | +44.7% | +40.8% |
| 3Y | -57.3% | -7.7% | -49.6% | -57.7% |
| 5Y | -99.1% | -39.7% | -59.4% | -99.0% |
| 10Y | -98.7% | +111.9% | -210.6% | -99.0% |
| All | -97.5% | +146.7% | -244.2% | -98.1% |
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