+955.2%
APH vs SBAC
+103.9%
+851.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -5.0% | +3.6% | -8.7% | -6.0% |
| 30D | -8.4% | +4.9% | -13.3% | -9.6% |
| 3M | -4.5% | +6.5% | -11.0% | -6.3% |
| 6M | +25.3% | -11.1% | +36.4% | +27.8% |
| YTD | +18.9% | +0.9% | +18.0% | +16.5% |
| 1Y | +11.9% | -1.6% | +13.5% | +10.4% |
| 3Y | +278.0% | -7.0% | +284.9% | +265.9% |
| 5Y | +306.4% | -39.2% | +345.7% | +353.1% |
| 10Y | +955.2% | +111.4% | +843.8% | +748.9% |
| All | +955.2% | +103.9% | +851.3% | +748.9% |
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