+163.7%
APD vs SBAC
+76.8%
+86.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -1.9% | +3.2% | -5.1% | -3.0% |
| 3M | +8.2% | -5.1% | +13.3% | +9.6% |
| 6M | +10.7% | -2.1% | +12.9% | +9.8% |
| YTD | +22.9% | -0.5% | +23.4% | +20.8% |
| 1Y | +5.8% | +1.1% | +4.7% | +3.1% |
| 3Y | +7.8% | -7.4% | +15.2% | +6.2% |
| 5Y | +26.1% | -44.3% | +70.4% | +48.1% |
| 10Y | +163.7% | +77.6% | +86.2% | +129.6% |
| All | +163.7% | +76.8% | +86.9% | +129.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling