+428.5%
AME vs SBAC
+78.4%
+350.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -6.6% | +3.9% | -10.4% | -7.5% |
| 3M | +3.0% | -8.2% | +11.1% | +4.8% |
| 6M | +5.3% | -2.8% | +8.1% | +4.7% |
| YTD | +15.4% | -1.5% | +17.0% | +14.1% |
| 1Y | +26.8% | 0.0% | +26.8% | +24.6% |
| 3Y | +56.5% | -8.4% | +64.9% | +52.8% |
| 5Y | +85.2% | -43.5% | +128.8% | +112.3% |
| 10Y | +428.5% | +86.9% | +341.6% | +375.9% |
| All | +428.5% | +78.4% | +350.2% | +375.9% |
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