+193.5%
APTV vs SBAC
+433.1%
-239.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.4% |
| 7D | +4.8% | -0.8% | +5.6% | +5.1% |
| 30D | +2.0% | +6.9% | -4.9% | -0.2% |
| 3M | -34.2% | -8.2% | -26.0% | -32.9% |
| 6M | -34.7% | -1.6% | -33.0% | -35.8% |
| YTD | -37.0% | -0.1% | -36.9% | -38.7% |
| 1Y | -40.4% | -0.5% | -39.9% | -42.1% |
| 3Y | -54.1% | -9.1% | -45.0% | -55.0% |
| 5Y | -68.0% | -43.8% | -24.2% | -62.8% |
| 10Y | -15.5% | +80.5% | -96.0% | -41.7% |
| All | +193.5% | +433.1% | -239.6% | -3.1% |
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