+528.8%
APP vs SBAC
-26.4%
+555.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +79.2% | +3.0% | +76.2% | +77.6% |
| 30D | +48.0% | +4.3% | +43.7% | +46.0% |
| 3M | +18.2% | +4.1% | +14.1% | +16.4% |
| 6M | -12.5% | -11.6% | -0.9% | -10.1% |
| YTD | -39.2% | +0.4% | -39.5% | -41.2% |
| 1Y | -33.9% | -1.1% | -32.8% | -35.8% |
| 3Y | +933.3% | -7.3% | +940.5% | +861.2% |
| 5Y | +295.9% | -40.8% | +336.6% | +443.9% |
| All | +528.8% | -26.4% | +555.2% | +528.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling