-16.6%
AMRZ vs SBAC
-2.9%
-13.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | +13.0% | +5.5% | +7.5% | +12.6% |
| 3M | -12.1% | +3.1% | -15.2% | -12.3% |
| 6M | -19.1% | -7.0% | -12.1% | -18.9% |
| YTD | -23.3% | +0.5% | -23.8% | -23.0% |
| 1Y | -16.6% | +0.2% | -16.8% | -16.2% |
| All | -16.6% | -2.9% | -13.7% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling