+123.2%
AMP vs SBAC
-45.4%
+168.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.8% |
| 7D | -2.0% | -5.3% | +3.2% | -1.1% |
| 30D | -1.7% | +0.4% | -2.1% | -1.7% |
| 3M | +23.2% | -11.9% | +35.1% | +25.7% |
| 6M | +22.2% | -4.5% | +26.6% | +22.2% |
| YTD | +14.0% | -4.3% | +18.3% | +13.7% |
| 1Y | +14.0% | -3.9% | +17.9% | +13.5% |
| 3Y | +67.0% | -11.0% | +78.0% | +64.5% |
| 5Y | +123.2% | -44.1% | +167.3% | +145.3% |
| All | +123.2% | -45.4% | +168.6% | +145.3% |
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