+892.4%
APP vs SBAC
-10.4%
+902.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.9% | +11.8% | +9.6% |
| 7D | +71.2% | +1.2% | +70.0% | +71.3% |
| 30D | +39.1% | +11.2% | +27.9% | +41.0% |
| 3M | +16.5% | +4.5% | +12.1% | +17.1% |
| 6M | -16.6% | -12.2% | -4.4% | -17.7% |
| YTD | -41.9% | -0.1% | -41.8% | -41.8% |
| 1Y | -37.0% | -0.3% | -36.8% | -36.8% |
| 3Y | +892.4% | -8.7% | +901.2% | +876.1% |
| All | +892.4% | -10.4% | +902.8% | +876.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling