+31,598.1%
APH vs SBAC
+2,175.2%
+29,422.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +1.6% | +0.2% | +1.5% | +1.6% |
| 30D | -3.0% | +3.9% | -6.8% | -3.7% |
| 3M | +5.7% | -8.2% | +13.9% | +6.9% |
| 6M | +20.0% | -2.8% | +22.8% | +19.5% |
| YTD | +20.8% | -1.5% | +22.3% | +19.9% |
| 1Y | +40.2% | 0.0% | +40.2% | +38.7% |
| 3Y | +288.1% | -8.4% | +296.5% | +283.1% |
| 5Y | +352.5% | -43.5% | +396.1% | +384.0% |
| 10Y | +1,062.4% | +86.9% | +975.5% | +902.8% |
| All | +31,598.1% | +2,175.2% | +29,422.9% | +19,316.3% |
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 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