+5.5%
APD vs SBAC
-13.6%
+19.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | +2.2% | -3.4% | +5.5% | +2.7% |
| 30D | +9.4% | +2.6% | +6.8% | +9.0% |
| 3M | +4.7% | +2.6% | +2.1% | +4.0% |
| 6M | +5.5% | -11.5% | +17.0% | +5.7% |
| All | +5.5% | -13.6% | +19.0% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling