+95.0%
AMT vs SBAC
+76.8%
+18.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -0.2% | -0.1% | -0.1% | -0.1% |
| 30D | +1.8% | +3.2% | -1.4% | -0.6% |
| 3M | -6.2% | -5.1% | -1.1% | -2.7% |
| 6M | -5.0% | -2.1% | -2.9% | -5.9% |
| YTD | +2.1% | -0.5% | +2.6% | -0.2% |
| 1Y | -5.7% | +1.1% | -6.9% | -9.1% |
| 3Y | +7.9% | -7.4% | +15.4% | +10.6% |
| 5Y | -32.3% | -44.3% | +12.0% | +1.4% |
| 10Y | +95.0% | +77.6% | +17.5% | +26.9% |
| All | +95.0% | +76.8% | +18.2% | +26.9% |
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 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