+110.4%
AAPL vs SBAC
-44.4%
+154.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.7% | -0.1% | -2.7% | -2.7% |
| 30D | +1.0% | +3.2% | -2.2% | +0.3% |
| 3M | +5.0% | -5.1% | +10.0% | +5.8% |
| 6M | +23.0% | -2.1% | +25.1% | +22.6% |
| YTD | +16.6% | -0.5% | +17.1% | +15.5% |
| 1Y | +33.4% | +1.1% | +32.3% | +31.3% |
| 3Y | +79.9% | -7.4% | +87.3% | +76.4% |
| All | +110.4% | -44.4% | +154.8% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling