+244.7%
APLD vs SBAC
-42.0%
+286.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.4% |
| 7D | +3.1% | +3.0% | +0.1% | +2.2% |
| 30D | -29.4% | +4.3% | -33.7% | -30.5% |
| 3M | -42.8% | +4.1% | -46.9% | -43.7% |
| 6M | -59.5% | -11.6% | -47.8% | -58.3% |
| YTD | -31.8% | +0.4% | -32.2% | -33.4% |
| 1Y | -46.0% | -1.1% | -44.9% | -47.0% |
| 3Y | +252.0% | -7.3% | +259.3% | +232.2% |
| All | +244.7% | -42.0% | +286.8% | +464.7% |
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 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