+95.3%
AAPL vs SBAC
-6.5%
+101.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +4.1% | +0.6% | +3.5% | +4.1% |
| 30D | +4.0% | +5.5% | -1.5% | +3.6% |
| 3M | +16.8% | +3.1% | +13.7% | +16.5% |
| 6M | +19.4% | -7.0% | +26.4% | +19.7% |
| YTD | +31.5% | +0.5% | +31.0% | +31.1% |
| 1Y | +31.0% | +0.2% | +30.8% | +30.6% |
| 3Y | +95.3% | -7.4% | +102.6% | +96.9% |
| All | +95.3% | -6.5% | +101.8% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling