+2,168.6%
AMP vs SBAC
+1,313.5%
+855.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +2.6% | -0.1% | +2.6% | +2.6% |
| 30D | +0.8% | +3.2% | -2.4% | -1.0% |
| 3M | +24.3% | -5.1% | +29.3% | +26.7% |
| 6M | +20.6% | -2.1% | +22.7% | +17.5% |
| YTD | +14.6% | -0.5% | +15.1% | +9.7% |
| 1Y | +14.5% | +1.1% | +13.4% | +8.3% |
| 3Y | +67.9% | -7.4% | +75.4% | +56.8% |
| 5Y | +122.5% | -44.3% | +166.8% | +171.0% |
| 10Y | +573.3% | +77.6% | +495.7% | +255.6% |
| All | +2,168.6% | +1,313.5% | +855.1% | +230.9% |
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