+30.7%
AMCR vs SBAC
+2.4%
+28.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.8% | -2.6% | +2.8% |
| 7D | +6.2% | +5.8% | +0.4% | +5.7% |
| 30D | +16.0% | +20.8% | -4.8% | +14.2% |
| 3M | +4.4% | +4.8% | -0.4% | +3.9% |
| 6M | +35.5% | -9.1% | +44.6% | +36.9% |
| YTD | +21.5% | +3.1% | +18.4% | +22.3% |
| 1Y | +30.7% | +2.2% | +28.6% | +31.7% |
| All | +30.7% | +2.4% | +28.4% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling