+4,331.8%
AMD vs SBAC
+2,252.5%
+2,079.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.2% | -16.0% | -17.0% |
| 7D | -28.6% | +4.4% | -33.0% | -29.3% |
| 30D | -37.7% | +13.8% | -51.5% | -39.8% |
| 3M | -16.1% | +9.0% | -25.1% | -18.2% |
| 6M | +13.8% | -10.0% | +23.9% | +15.2% |
| YTD | +88.8% | +1.8% | +87.0% | +84.0% |
| 1Y | +57.8% | +1.1% | +56.6% | +53.9% |
| 3Y | +260.3% | -9.5% | +269.8% | +252.3% |
| 5Y | +196.6% | -39.0% | +235.6% | +219.0% |
| 10Y | +6,064.6% | +101.1% | +5,963.5% | +4,875.1% |
| All | +4,331.8% | +2,252.5% | +2,079.3% | +1,762.7% |
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