+160.1%
AMGN vs SBAC
-39.6%
+199.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | +9.3% | +5.5% | +3.8% | +8.1% |
| 3M | +12.1% | +3.1% | +9.0% | +11.2% |
| 6M | +40.3% | -7.0% | +47.3% | +41.7% |
| YTD | +45.2% | +0.5% | +44.7% | +43.6% |
| 1Y | +42.4% | +0.2% | +42.2% | +41.0% |
| 3Y | +91.0% | -7.4% | +98.4% | +91.1% |
| All | +160.1% | -39.6% | +199.8% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling