+877.5%
APP vs SBAC
-6.8%
+884.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.2% |
| 7D | +48.9% | -2.8% | +51.7% | +48.5% |
| 30D | +49.4% | +3.1% | +46.3% | +50.0% |
| 3M | +27.0% | +5.1% | +21.9% | +27.8% |
| 6M | -15.4% | -11.4% | -4.0% | -16.5% |
| YTD | -39.9% | +0.2% | -40.1% | -39.7% |
| 1Y | -32.0% | -3.9% | -28.0% | -31.9% |
| All | +877.5% | -6.8% | +884.3% | +870.8% |
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 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