+249.5%
APLD vs SBAC
-42.8%
+292.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | +19.6% | -2.7% | +22.4% | +20.4% |
| 30D | -24.5% | +3.3% | -27.8% | -25.5% |
| 3M | -45.6% | +3.3% | -48.9% | -46.4% |
| 6M | -61.4% | -10.9% | -50.5% | -60.5% |
| YTD | -30.9% | -1.0% | -29.9% | -32.3% |
| 1Y | -35.8% | -4.5% | -31.3% | -36.2% |
| 3Y | +261.4% | -8.7% | +270.1% | +242.9% |
| All | +249.5% | -42.8% | +292.3% | +474.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling