+354.6%
APLD vs SBAC
-6.8%
+361.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.3% |
| 7D | +7.8% | -2.8% | +10.6% | +7.5% |
| 30D | -23.0% | +3.1% | -26.1% | -22.5% |
| 3M | -39.7% | +5.1% | -44.8% | -39.2% |
| 6M | -59.8% | -11.4% | -48.4% | -59.5% |
| YTD | -27.0% | +0.2% | -27.2% | -25.9% |
| 1Y | -37.3% | -3.9% | -33.4% | -36.5% |
| All | +354.6% | -6.8% | +361.4% | +420.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling