+930.0%
APH vs SBAC
+114.8%
+815.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | +4.9% | +0.6% | +4.3% | +4.7% |
| 30D | -5.4% | +5.5% | -10.9% | -6.9% |
| 3M | -5.5% | +3.1% | -8.5% | -6.5% |
| 6M | +25.9% | -7.0% | +32.9% | +26.9% |
| YTD | +16.4% | +0.5% | +15.9% | +14.1% |
| 1Y | +16.5% | +0.2% | +16.3% | +14.2% |
| 3Y | +270.9% | -7.4% | +278.2% | +259.3% |
| 5Y | +289.5% | -39.7% | +329.2% | +335.2% |
| All | +930.0% | +114.8% | +815.2% | +716.3% |
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