-18.5%
AMRZ vs SBAC
-15.2%
-3.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.7% |
| 7D | +1.2% | +1.2% | 0.0% | +1.1% |
| 30D | +15.1% | +11.2% | +3.9% | +14.4% |
| 3M | -18.1% | +4.5% | -22.5% | -18.3% |
| 6M | -23.5% | -12.2% | -11.3% | -22.9% |
| YTD | -21.6% | -0.1% | -21.5% | -21.3% |
| 1Y | -14.7% | -0.3% | -14.5% | -14.4% |
| All | -18.5% | -15.2% | -3.3% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling