+8,445.6%
AME vs SBAC
+2,232.4%
+6,213.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -4.1% | +3.6% | -7.8% | -4.6% |
| 30D | -4.1% | +4.9% | -9.0% | -4.8% |
| 3M | -5.6% | +6.5% | -12.1% | -6.6% |
| 6M | +2.8% | -11.1% | +14.0% | +3.8% |
| YTD | +16.6% | +0.9% | +15.7% | +15.4% |
| 1Y | +21.1% | -1.6% | +22.6% | +20.2% |
| 3Y | +61.1% | -7.0% | +68.1% | +59.6% |
| 5Y | +76.6% | -39.2% | +115.8% | +83.6% |
| 10Y | +431.3% | +111.4% | +319.9% | +375.3% |
| All | +8,445.6% | +2,232.4% | +6,213.3% | +5,650.2% |
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 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