+1,382.2%
APD vs SBAC
+2,173.2%
-791.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | +2.2% | -3.4% | +5.5% | +2.6% |
| 30D | +9.4% | +2.6% | +6.8% | +9.0% |
| 3M | +4.7% | +2.6% | +2.1% | +4.2% |
| 6M | +5.5% | -11.5% | +17.0% | +6.8% |
| YTD | +31.4% | -1.6% | +33.0% | +30.7% |
| 1Y | +24.1% | -5.1% | +29.2% | +24.0% |
| 3Y | +28.8% | -9.3% | +38.1% | +28.8% |
| 5Y | +15.8% | -41.0% | +56.7% | +21.2% |
| 10Y | +191.6% | +108.0% | +83.6% | +165.6% |
| All | +1,382.2% | +2,173.2% | -791.0% | +935.4% |
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