+936.0%
AMT vs SBAC
+2,207.9%
-1,271.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.9% |
| 7D | +0.5% | +1.2% | -0.7% | +0.1% |
| 30D | +13.6% | +11.2% | +2.4% | +9.1% |
| 3M | +11.5% | +4.5% | +7.0% | +9.7% |
| 6M | +6.9% | -12.2% | +19.1% | +12.7% |
| YTD | +10.8% | -0.1% | +11.0% | +10.2% |
| 1Y | +10.3% | -0.3% | +10.6% | +9.7% |
| 3Y | +12.4% | -8.7% | +21.1% | +16.3% |
| 5Y | -20.1% | -40.2% | +20.1% | -2.1% |
| 10Y | +116.8% | +97.3% | +19.5% | +74.5% |
| All | +936.0% | +2,207.9% | -1,271.9% | +147.4% |
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