+252.4%
APP vs SBAC
-39.8%
+292.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.5% |
| 7D | +48.9% | -2.8% | +51.7% | +49.9% |
| 30D | +49.4% | +3.1% | +46.3% | +47.9% |
| 3M | +27.0% | +5.1% | +21.9% | +24.8% |
| 6M | -15.4% | -11.4% | -4.0% | -13.2% |
| YTD | -39.9% | +0.2% | -40.1% | -41.9% |
| 1Y | -32.0% | -3.9% | -28.0% | -33.1% |
| 3Y | +824.3% | -7.7% | +832.0% | +760.5% |
| 5Y | +252.4% | -39.7% | +292.2% | +389.8% |
| All | +252.4% | -39.8% | +292.2% | +389.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling