+883.4%
APH vs SBAC
+93.8%
+789.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.6% |
| 7D | -5.9% | +1.2% | -7.2% | -6.3% |
| 30D | -14.8% | +11.2% | -26.0% | -17.2% |
| 3M | -12.4% | +4.5% | -16.9% | -13.7% |
| 6M | +8.1% | -12.2% | +20.2% | +10.6% |
| YTD | +10.9% | -0.1% | +11.1% | +8.9% |
| 1Y | +8.8% | -0.3% | +9.0% | +6.8% |
| 3Y | +262.1% | -8.7% | +270.8% | +252.5% |
| 5Y | +283.1% | -40.2% | +323.3% | +328.5% |
| All | +883.4% | +93.8% | +789.6% | +722.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling