+1,237.1%
AAPL vs SBAC
+78.4%
+1,158.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | -3.0% | +0.2% | -3.1% | -3.0% |
| 30D | +2.3% | +3.9% | -1.6% | +1.1% |
| 3M | +8.6% | -8.2% | +16.8% | +11.2% |
| 6M | +21.6% | -2.8% | +24.4% | +20.8% |
| YTD | +16.3% | -1.5% | +17.8% | +14.6% |
| 1Y | +35.1% | 0.0% | +35.0% | +32.0% |
| 3Y | +79.4% | -8.4% | +87.8% | +74.6% |
| 5Y | +109.8% | -43.5% | +153.4% | +147.0% |
| 10Y | +1,237.1% | +86.9% | +1,150.2% | +1,015.8% |
| All | +1,237.1% | +78.4% | +1,158.7% | +1,015.8% |
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 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