+13.8%
AMD vs SBAC
-10.5%
+24.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.2% | -16.0% | -17.7% |
| 7D | -28.6% | +4.4% | -33.0% | -27.2% |
| 30D | -37.7% | +13.8% | -51.5% | -33.9% |
| 3M | -16.1% | +9.0% | -25.1% | -12.7% |
| 6M | +13.8% | -10.0% | +23.9% | +15.2% |
| All | +13.8% | -10.5% | +24.3% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling