-4.9%
APA vs SBAC
+76.8%
-81.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +15.7% | +3.2% | +12.5% | +14.8% |
| 3M | +16.5% | -5.1% | +21.5% | +17.6% |
| 6M | +35.1% | -2.1% | +37.2% | +34.1% |
| YTD | +82.2% | -0.5% | +82.7% | +79.7% |
| 1Y | +102.5% | +1.1% | +101.3% | +98.5% |
| 3Y | +10.3% | -7.4% | +17.7% | +7.4% |
| 5Y | +166.1% | -44.3% | +210.4% | +201.5% |
| 10Y | -4.9% | +77.6% | -82.4% | -14.3% |
| All | -4.9% | +76.8% | -81.7% | -14.3% |
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