-46.8%
APLD vs SBAC
-0.1%
-46.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.6% |
| 7D | +3.1% | +3.0% | +0.1% | +3.7% |
| 30D | -29.4% | +4.3% | -33.7% | -28.7% |
| 3M | -42.8% | +4.1% | -46.9% | -42.3% |
| 6M | -59.5% | -11.6% | -47.8% | -58.5% |
| YTD | -31.8% | +0.4% | -32.2% | -29.4% |
| All | -46.8% | -0.1% | -46.7% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling