+9,450.2%
AMZN vs SBAC
+2,222.3%
+7,227.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | +5.0% | +5.5% | -0.5% | +3.8% |
| 3M | +0.6% | +3.1% | -2.5% | -0.1% |
| 6M | -1.3% | -7.0% | +5.7% | -0.5% |
| YTD | +15.5% | +0.5% | +15.0% | +14.0% |
| 1Y | +12.2% | +0.2% | +12.0% | +10.8% |
| 3Y | +87.0% | -7.4% | +94.4% | +83.9% |
| 5Y | +51.3% | -39.7% | +91.0% | +60.7% |
| 10Y | +621.7% | +112.5% | +509.1% | +502.4% |
| All | +9,450.2% | +2,222.3% | +7,227.9% | +6,352.5% |
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