+1,648.7%
APO vs SBAC
+435.5%
+1,213.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.2% |
| 7D | +8.1% | +3.6% | +4.4% | +6.8% |
| 30D | +3.4% | +4.9% | -1.5% | +1.6% |
| 3M | -6.6% | +6.5% | -13.1% | -8.9% |
| 6M | -7.1% | -11.1% | +4.0% | -3.8% |
| YTD | -14.1% | +0.9% | -15.1% | -16.9% |
| 1Y | -4.7% | -1.6% | -3.1% | -6.9% |
| 3Y | +51.3% | -7.0% | +58.3% | +44.3% |
| 5Y | +82.7% | -39.2% | +122.0% | +109.5% |
| 10Y | +845.7% | +111.4% | +734.3% | +465.9% |
| All | +1,648.7% | +435.5% | +1,213.2% | +416.2% |
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