-2.6%
APA vs SAN
+329.5%
-332.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.7% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +9.3% | -0.1% | +9.4% | +9.0% |
| 3M | +23.3% | +19.6% | +3.7% | +8.9% |
| 6M | +39.5% | +32.7% | +6.8% | +11.3% |
| YTD | +87.6% | +26.7% | +60.9% | +50.7% |
| 1Y | +114.2% | +51.6% | +62.6% | +51.3% |
| 3Y | +13.6% | +348.7% | -335.2% | -64.3% |
| 5Y | +175.6% | +378.7% | -203.1% | -22.8% |
| 10Y | -2.6% | +336.9% | -339.6% | -71.6% |
| All | -2.6% | +329.5% | -332.2% | -71.6% |
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