+500.0%
APP vs SBAC
-26.7%
+526.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.9% | +11.8% | +10.4% |
| 7D | +71.2% | +1.2% | +70.0% | +70.5% |
| 30D | +39.1% | +11.2% | +27.9% | +34.7% |
| 3M | +16.5% | +4.5% | +12.1% | +14.7% |
| 6M | -16.6% | -12.2% | -4.4% | -14.1% |
| YTD | -41.9% | -0.1% | -41.8% | -43.9% |
| 1Y | -37.0% | -0.3% | -36.8% | -39.2% |
| 3Y | +892.4% | -8.7% | +901.2% | +832.0% |
| 5Y | +297.3% | -40.2% | +337.5% | +444.2% |
| All | +500.0% | -26.7% | +526.8% | +500.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling