+102.7%
AMCR vs SBAC
+302.4%
-199.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.8% | -0.1% | -1.8% | -1.9% |
| 30D | -6.0% | +3.2% | -9.3% | -6.7% |
| 3M | +18.9% | -5.1% | +24.0% | +19.9% |
| 6M | +5.7% | -2.1% | +7.8% | +5.2% |
| YTD | +11.1% | -0.5% | +11.6% | +10.1% |
| 1Y | +14.4% | +1.1% | +13.3% | +12.9% |
| 3Y | +13.0% | -7.4% | +20.4% | +12.7% |
| 5Y | -7.5% | -44.3% | +36.8% | +0.6% |
| 10Y | +20.1% | +77.6% | -57.5% | +21.8% |
| All | +102.7% | +302.4% | -199.6% | +102.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling