+4.4%
APA vs SAN
+267.7%
-263.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +3.5% |
| 7D | +9.6% | +1.0% | +8.6% | +8.7% |
| 30D | -0.2% | -9.4% | +9.1% | +4.2% |
| 3M | +19.8% | -17.1% | +37.0% | +30.9% |
| 6M | +30.1% | +2.2% | +27.9% | +22.7% |
| YTD | +100.4% | +6.0% | +94.4% | +75.1% |
| 1Y | +105.2% | +12.7% | +92.5% | +71.3% |
| 3Y | +44.6% | +242.1% | -197.5% | -46.9% |
| 5Y | +88.8% | +293.6% | -204.8% | -42.2% |
| All | +4.4% | +267.7% | -263.3% | -65.5% |
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