+7,765.4%
AMD vs SBAC
+114.8%
+7,650.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.2% | -9.2% |
| 7D | +18.9% | +0.6% | +18.3% | +18.6% |
| 30D | -6.4% | +5.5% | -11.9% | -8.4% |
| 3M | +10.6% | +3.1% | +7.5% | +8.8% |
| 6M | +19.9% | -7.0% | +26.9% | +20.7% |
| YTD | +149.4% | +0.5% | +148.9% | +141.1% |
| 1Y | +115.4% | +0.2% | +115.2% | +108.2% |
| 3Y | +357.3% | -7.4% | +364.6% | +332.1% |
| 5Y | +261.1% | -39.7% | +300.8% | +322.7% |
| All | +7,765.4% | +114.8% | +7,650.6% | +6,843.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling