+154.8%
APA vs SBAC
-43.7%
+198.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +23.4% | +6.9% | +16.5% | +22.0% |
| 3M | +12.7% | -8.2% | +20.9% | +14.1% |
| 6M | +39.4% | -1.6% | +41.1% | +38.7% |
| YTD | +79.0% | -0.1% | +79.1% | +77.1% |
| 1Y | +88.8% | -0.5% | +89.3% | +86.7% |
| 3Y | +6.4% | -9.1% | +15.4% | +4.3% |
| All | +154.8% | -43.7% | +198.5% | +184.9% |
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 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