+355.9%
APH vs SBAC
-43.7%
+399.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +5.0% | -0.8% | +5.7% | +5.1% |
| 30D | -3.9% | +6.9% | -10.8% | -4.9% |
| 3M | +13.0% | -8.2% | +21.2% | +14.3% |
| 6M | +25.2% | -1.6% | +26.8% | +24.5% |
| YTD | +22.9% | -0.1% | +23.1% | +21.9% |
| 1Y | +47.8% | -0.5% | +48.3% | +46.5% |
| 3Y | +283.0% | -9.1% | +292.1% | +275.7% |
| All | +355.9% | -43.7% | +399.6% | +427.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling