+564.1%
AMZN vs SBAC
+78.4%
+485.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -9.2% | +3.9% | -13.1% | -10.1% |
| 3M | +3.4% | -8.2% | +11.5% | +5.2% |
| 6M | +18.2% | -2.8% | +21.0% | +17.7% |
| YTD | +9.3% | -1.5% | +10.9% | +8.2% |
| 1Y | +5.9% | 0.0% | +5.9% | +4.1% |
| 3Y | +82.6% | -8.4% | +91.0% | +76.5% |
| 5Y | +44.9% | -43.5% | +88.4% | +66.6% |
| 10Y | +564.1% | +86.9% | +477.2% | +408.7% |
| All | +564.1% | +78.4% | +485.7% | +408.7% |
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