+100.2%
AMCR vs SBAC
+304.0%
-203.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -4.1% | +6.9% | -11.0% | -5.5% |
| 3M | +21.7% | -8.2% | +29.9% | +23.5% |
| 6M | +1.5% | -1.6% | +3.1% | +1.0% |
| YTD | +13.1% | -0.1% | +13.2% | +12.0% |
| 1Y | +13.0% | -0.5% | +13.4% | +11.8% |
| 3Y | +6.9% | -9.1% | +16.0% | +7.0% |
| 5Y | -10.5% | -43.8% | +33.3% | -2.8% |
| 10Y | +20.9% | +80.5% | -59.7% | +22.5% |
| All | +100.2% | +304.0% | -203.8% | +100.2% |
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