+47.6%
AMDL vs SBAC
-6.7%
+54.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.9% | +24.2% | +21.8% |
| 7D | -26.2% | +1.2% | -27.4% | -26.0% |
| 30D | -57.1% | +11.2% | -68.3% | -55.7% |
| 3M | -29.8% | +4.5% | -34.3% | -28.7% |
| 6M | -22.2% | -12.2% | -10.1% | -22.1% |
| YTD | +142.1% | -0.1% | +142.2% | +146.0% |
| 1Y | +85.8% | -0.3% | +86.1% | +88.9% |
| All | +47.6% | -6.7% | +54.3% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling