+304.6%
APA vs SBAC
+2,219.2%
-1,914.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -8.7% | +3.0% | -11.7% | -9.2% |
| 30D | -2.4% | +4.3% | -6.7% | -3.0% |
| 3M | +19.0% | +4.1% | +14.8% | +18.1% |
| 6M | +26.8% | -11.6% | +38.4% | +28.4% |
| YTD | +87.3% | +0.4% | +87.0% | +85.6% |
| 1Y | +92.3% | -1.1% | +93.4% | +90.9% |
| 3Y | +37.3% | -7.3% | +44.5% | +36.0% |
| 5Y | +73.2% | -40.8% | +114.0% | +81.0% |
| 10Y | -0.9% | +103.0% | -103.8% | -11.1% |
| All | +304.6% | +2,219.2% | -1,914.6% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling