-20.3%
AMT vs SBAC
-40.3%
+20.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.3% |
| 7D | +0.5% | +1.2% | -0.7% | -0.4% |
| 30D | +13.6% | +11.2% | +2.4% | +5.3% |
| 3M | +11.5% | +4.5% | +7.0% | +7.9% |
| 6M | +6.9% | -12.2% | +19.1% | +16.9% |
| YTD | +10.8% | -0.1% | +11.0% | +8.4% |
| 1Y | +10.3% | -0.3% | +10.6% | +8.0% |
| 3Y | +12.4% | -8.7% | +21.1% | +17.0% |
| All | -20.3% | -40.3% | +20.0% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling