+29.0%
APD vs SBAC
-7.9%
+36.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +2.2% | -2.7% | +4.9% | +2.7% |
| 30D | +9.4% | +3.3% | +6.1% | +8.7% |
| 3M | +4.7% | +3.3% | +1.4% | +3.9% |
| 6M | +5.5% | -10.9% | +16.4% | +7.3% |
| YTD | +31.4% | -1.0% | +32.4% | +30.4% |
| 1Y | +24.1% | -4.5% | +28.6% | +24.3% |
| All | +29.0% | -7.9% | +36.9% | +34.1% |
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