-0.9%
APA vs SAN
+267.2%
-268.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -3.6% |
| 7D | -8.7% | +8.7% | -17.5% | -13.5% |
| 30D | -2.4% | -6.5% | +4.1% | +0.2% |
| 3M | +19.0% | -14.2% | +33.2% | +27.4% |
| 6M | +26.8% | +2.7% | +24.1% | +19.4% |
| YTD | +87.3% | +8.9% | +78.5% | +61.4% |
| 1Y | +92.3% | +23.4% | +68.9% | +51.5% |
| 3Y | +37.3% | +257.9% | -220.7% | -50.9% |
| 5Y | +73.2% | +297.8% | -224.6% | -46.9% |
| 10Y | -0.9% | +259.6% | -260.5% | -67.3% |
| All | -0.9% | +267.2% | -268.1% | -67.3% |
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