+107.2%
APA vs SAN
+23.5%
+83.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.4% | -13.3% | -3.9% |
| 7D | -13.0% | +4.5% | -17.5% | -10.7% |
| 30D | +2.0% | -12.1% | +14.1% | -3.0% |
| 3M | +24.9% | -15.6% | +40.5% | +17.0% |
| 6M | +7.2% | +5.8% | +1.4% | +13.1% |
| YTD | +87.1% | +5.5% | +81.6% | +95.9% |
| 1Y | +107.2% | +23.6% | +83.6% | +121.2% |
| All | +107.2% | +23.5% | +83.7% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling