+137.2%
APTV vs SBAC
+436.3%
-299.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.6% |
| 7D | -1.7% | +0.6% | -2.4% | -1.9% |
| 30D | -11.6% | +5.5% | -17.1% | -13.1% |
| 3M | -21.2% | +3.1% | -24.3% | -22.2% |
| 6M | -28.5% | -7.0% | -21.5% | -27.9% |
| YTD | -49.1% | +0.5% | -49.6% | -50.7% |
| 1Y | -52.2% | +0.2% | -52.4% | -53.7% |
| 3Y | -48.6% | -7.4% | -41.3% | -50.0% |
| 5Y | -77.3% | -39.7% | -37.6% | -74.2% |
| 10Y | -26.9% | +112.5% | -139.4% | -53.5% |
| All | +137.2% | +436.3% | -299.2% | -22.1% |
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