+8.1%
APA vs SBAC
-7.2%
+15.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.2% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | +23.4% | +6.9% | +16.5% | +23.2% |
| 3M | +12.7% | -8.2% | +20.9% | +12.7% |
| 6M | +39.4% | -1.6% | +41.1% | +39.1% |
| YTD | +79.0% | -0.1% | +79.1% | +78.1% |
| 1Y | +88.8% | -0.5% | +89.3% | +88.0% |
| All | +8.1% | -7.2% | +15.2% | +5.1% |
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