+569.3%
AMP vs SBAC
+87.1%
+482.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | 0.0% |
| 7D | -0.5% | -2.1% | +1.6% | +0.1% |
| 30D | -1.3% | +2.0% | -3.3% | -2.0% |
| 3M | +24.2% | -8.3% | +32.5% | +27.1% |
| 6M | +24.6% | +0.3% | +24.2% | +22.2% |
| YTD | +14.8% | -2.2% | +17.0% | +13.1% |
| 1Y | +12.8% | -4.6% | +17.4% | +11.9% |
| 3Y | +69.0% | -8.3% | +77.3% | +63.5% |
| 5Y | +124.9% | -42.8% | +167.7% | +161.8% |
| All | +569.3% | +87.1% | +482.2% | +589.4% |
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