+443.7%
APLD vs SBAC
-42.3%
+486.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | -11.7% | +6.9% | -18.6% | -13.4% |
| 3M | -40.3% | -8.2% | -32.0% | -39.0% |
| 6M | -8.0% | -1.6% | -6.3% | -8.8% |
| YTD | +7.5% | -0.1% | +7.7% | +5.6% |
| 1Y | +84.0% | -0.5% | +84.5% | +80.4% |
| 3Y | +356.2% | -9.1% | +365.3% | +338.0% |
| All | +443.7% | -42.3% | +486.0% | +795.5% |
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 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