+124.5%
AMT vs SBAC
+97.3%
+27.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.3% |
| 7D | +0.4% | +3.0% | -2.6% | -1.8% |
| 30D | +3.7% | +4.3% | -0.6% | +0.4% |
| 3M | +10.7% | +4.1% | +6.6% | +7.3% |
| 6M | +9.3% | -11.6% | +20.9% | +19.2% |
| YTD | +10.9% | +0.4% | +10.6% | +7.7% |
| 1Y | +10.5% | -1.1% | +11.6% | +8.5% |
| 3Y | +15.5% | -7.3% | +22.8% | +18.1% |
| 5Y | -20.6% | -40.8% | +20.2% | +13.5% |
| 10Y | +124.5% | +103.0% | +21.6% | +39.3% |
| All | +124.5% | +97.3% | +27.3% | +39.3% |
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 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