+27,861.4%
APH vs SBAC
+2,252.5%
+25,608.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -9.1% |
| 7D | -12.7% | +4.4% | -17.2% | -13.5% |
| 30D | -19.2% | +13.8% | -32.9% | -21.1% |
| 3M | -16.7% | +9.0% | -25.7% | -18.2% |
| 6M | +5.1% | -10.0% | +15.2% | +6.3% |
| YTD | +6.6% | +1.8% | +4.8% | +4.9% |
| 1Y | +3.9% | +1.1% | +2.8% | +2.4% |
| 3Y | +246.0% | -9.5% | +255.5% | +242.0% |
| 5Y | +268.0% | -39.0% | +307.0% | +287.7% |
| 10Y | +868.2% | +101.1% | +767.1% | +723.1% |
| All | +27,861.4% | +2,252.5% | +25,608.9% | +16,886.7% |
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