-0.1%
APA vs SAN
+255.1%
-255.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | -5.5% | +10.8% | -16.3% | -11.4% |
| 30D | -1.2% | -5.7% | +4.6% | +1.0% |
| 3M | +10.6% | -13.4% | +24.0% | +17.8% |
| 6M | +28.4% | +3.5% | +24.9% | +20.4% |
| YTD | +89.7% | +9.7% | +80.0% | +62.7% |
| 1Y | +90.6% | +20.9% | +69.7% | +52.4% |
| 3Y | +36.9% | +254.3% | -217.4% | -50.6% |
| 5Y | +83.2% | +304.2% | -221.0% | -44.5% |
| 10Y | -0.1% | +260.2% | -260.3% | -67.1% |
| All | -0.1% | +255.1% | -255.2% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling