-19.1%
APTV vs SBAC
+78.4%
-97.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.4% |
| 7D | -1.2% | +0.2% | -1.3% | -1.2% |
| 30D | -10.6% | +3.9% | -14.5% | -11.6% |
| 3M | -35.0% | -8.2% | -26.8% | -33.8% |
| 6M | -38.9% | -2.8% | -36.1% | -39.6% |
| YTD | -41.5% | -1.5% | -40.0% | -42.6% |
| 1Y | -45.8% | 0.0% | -45.8% | -47.2% |
| 3Y | -55.7% | -8.4% | -47.3% | -56.6% |
| 5Y | -70.1% | -43.5% | -26.6% | -65.8% |
| 10Y | -19.1% | +86.9% | -106.0% | -27.8% |
| All | -19.1% | +78.4% | -97.5% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling