+1,303.0%
APD vs SBAC
+2,208.1%
-905.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | +2.1% | +6.9% | -4.8% | +1.2% |
| 3M | +7.2% | -8.2% | +15.4% | +8.2% |
| 6M | +11.2% | -1.6% | +12.9% | +10.9% |
| YTD | +24.4% | -0.1% | +24.5% | +23.6% |
| 1Y | +6.7% | -0.5% | +7.1% | +6.0% |
| 3Y | +9.2% | -9.1% | +18.3% | +9.3% |
| 5Y | +27.4% | -43.8% | +71.1% | +34.2% |
| 10Y | +164.8% | +80.5% | +84.3% | +144.8% |
| All | +1,303.0% | +2,208.1% | -905.1% | +879.2% |
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