+1,804.4%
APO vs SBAC
+430.0%
+1,374.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | +3.5% | +6.9% | -3.5% | +0.9% |
| 3M | +4.5% | -8.2% | +12.8% | +7.3% |
| 6M | +22.8% | -1.6% | +24.4% | +20.8% |
| YTD | -6.5% | -0.1% | -6.4% | -9.0% |
| 1Y | +0.8% | -0.5% | +1.3% | -1.9% |
| 3Y | +62.0% | -9.1% | +71.0% | +55.5% |
| 5Y | +138.2% | -43.8% | +182.0% | +183.6% |
| 10Y | +940.3% | +80.5% | +859.7% | +575.0% |
| All | +1,804.4% | +430.0% | +1,374.4% | +465.3% |
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