-98.1%
AMC vs SBAC
+146.0%
-244.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.6% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | -0.7% | +6.9% | -7.7% | -2.7% |
| 3M | +35.2% | -8.2% | +43.4% | +38.1% |
| 6M | +124.6% | -1.6% | +126.2% | +124.0% |
| YTD | +69.9% | -0.1% | +70.0% | +68.2% |
| 1Y | -2.6% | -0.5% | -2.1% | -3.6% |
| 3Y | -79.8% | -9.1% | -70.7% | -79.8% |
| 5Y | -99.4% | -43.8% | -55.6% | -99.3% |
| 10Y | -98.9% | +80.5% | -179.4% | -99.1% |
| All | -98.1% | +146.0% | -244.0% | -98.5% |
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 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