-55.4%
APP vs SBAC
+2.4%
-57.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.8% | +4.8% | +11.5% |
| 7D | +4.5% | +5.8% | -1.3% | +5.3% |
| 30D | -3.6% | +20.8% | -24.4% | -0.4% |
| 3M | -35.3% | +4.8% | -40.0% | -34.9% |
| 6M | -42.8% | -9.1% | -33.7% | -44.0% |
| YTD | -59.7% | +3.1% | -62.7% | -60.8% |
| 1Y | -55.4% | +2.2% | -57.5% | -56.8% |
| All | -55.4% | +2.4% | -57.7% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling