+8,412.1%
AME vs SBAC
+2,208.1%
+6,204.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | -6.7% | +6.9% | -13.6% | -7.5% |
| 3M | +4.1% | -8.2% | +12.3% | +4.9% |
| 6M | +1.6% | -1.6% | +3.2% | +1.2% |
| YTD | +16.1% | -0.1% | +16.3% | +15.3% |
| 1Y | +27.3% | -0.5% | +27.8% | +26.4% |
| 3Y | +50.9% | -9.1% | +59.9% | +50.0% |
| 5Y | +81.4% | -43.8% | +125.2% | +90.7% |
| 10Y | +417.0% | +80.5% | +336.4% | +371.3% |
| All | +8,412.1% | +2,208.1% | +6,204.0% | +5,645.9% |
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 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