+391.7%
APP vs SBAC
-26.7%
+418.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | -23.3% | +6.9% | -30.2% | -24.8% |
| 3M | -42.6% | -8.2% | -34.4% | -41.5% |
| 6M | -33.6% | -1.6% | -32.0% | -34.5% |
| YTD | -52.4% | -0.1% | -52.3% | -53.8% |
| 1Y | -35.9% | -0.5% | -35.4% | -37.9% |
| 3Y | +642.2% | -9.1% | +651.3% | +599.2% |
| 5Y | +311.1% | -43.8% | +354.9% | +472.8% |
| All | +391.7% | -26.7% | +418.4% | +393.6% |
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