+220.6%
APLD vs SBAC
-42.3%
+262.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.9% | +11.6% | +10.2% |
| 7D | -12.7% | +1.2% | -13.9% | -13.1% |
| 30D | -34.7% | +11.2% | -45.9% | -36.9% |
| 3M | -46.1% | +4.5% | -50.6% | -47.0% |
| 6M | -64.9% | -12.2% | -52.7% | -63.8% |
| YTD | -36.6% | -0.1% | -36.5% | -38.0% |
| 1Y | -50.0% | -0.3% | -49.7% | -51.1% |
| 3Y | +190.1% | -8.7% | +198.8% | +176.7% |
| All | +220.6% | -42.3% | +262.9% | +425.8% |
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