+92.1%
AMDL vs SBAC
-5.8%
+97.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.8% |
| 7D | +5.4% | +3.6% | +1.7% | +6.4% |
| 30D | -36.6% | +4.9% | -41.5% | -35.5% |
| 3M | -1.0% | +6.5% | -7.4% | +1.2% |
| 6M | -12.1% | -11.1% | -1.0% | -11.8% |
| YTD | +215.1% | +0.9% | +214.2% | +220.9% |
| 1Y | +130.4% | -1.6% | +131.9% | +132.7% |
| All | +92.1% | -5.8% | +97.8% | +91.2% |
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