+27.2%
APA vs SBAC
-10.4%
+37.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.7% |
| 7D | -15.5% | +1.2% | -16.7% | -15.5% |
| 30D | +2.4% | +11.2% | -8.8% | +2.1% |
| 3M | +22.8% | +4.5% | +18.3% | +22.6% |
| 6M | +17.9% | -12.2% | +30.1% | +17.7% |
| YTD | +87.7% | -0.1% | +87.8% | +86.7% |
| 1Y | +94.2% | -0.3% | +94.4% | +93.1% |
| 3Y | +27.2% | -8.7% | +35.9% | +19.7% |
| All | +27.2% | -10.4% | +37.6% | +19.7% |
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