+854.6%
AMT vs SBAC
+2,208.1%
-1,353.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | +4.6% | +6.9% | -2.3% | +1.9% |
| 3M | -8.4% | -8.2% | -0.2% | -5.3% |
| 6M | -6.0% | -1.6% | -4.4% | -6.2% |
| YTD | +2.1% | -0.1% | +2.2% | +1.4% |
| 1Y | -6.4% | -0.5% | -5.9% | -6.9% |
| 3Y | +8.1% | -9.1% | +17.1% | +12.1% |
| 5Y | -31.9% | -43.8% | +11.9% | -14.7% |
| 10Y | +97.1% | +80.5% | +16.6% | +63.7% |
| All | +854.6% | +2,208.1% | -1,353.5% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling