+8,520.0%
AMD vs SBAC
+111.6%
+8,408.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.0% | +6.2% |
| 7D | +44.7% | -2.7% | +47.5% | +45.9% |
| 30D | -3.3% | +3.3% | -6.6% | -4.6% |
| 3M | +21.2% | +3.3% | +17.9% | +19.2% |
| 6M | +30.6% | -10.9% | +41.5% | +33.5% |
| YTD | +173.3% | -1.0% | +174.3% | +165.5% |
| 1Y | +126.1% | -4.5% | +130.6% | +122.7% |
| 3Y | +393.5% | -8.7% | +402.3% | +368.8% |
| 5Y | +295.8% | -40.6% | +336.4% | +365.6% |
| All | +8,520.0% | +111.6% | +8,408.4% | +7,548.2% |
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