+895.0%
APA vs SAN
+1,664.5%
-769.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +3.5% |
| 7D | -15.5% | +4.9% | -20.4% | -17.4% |
| 30D | +2.4% | -13.0% | +15.4% | +7.3% |
| 3M | +22.8% | -18.9% | +41.7% | +31.6% |
| 6M | +17.9% | -4.1% | +22.1% | +16.9% |
| YTD | +87.7% | +2.6% | +85.1% | +75.7% |
| 1Y | +94.2% | +16.9% | +77.3% | +71.9% |
| 3Y | +27.2% | +239.1% | -211.8% | -28.3% |
| 5Y | +74.1% | +266.8% | -192.7% | -7.5% |
| 10Y | +2.6% | +246.0% | -243.4% | -41.8% |
| All | +895.0% | +1,664.5% | -769.5% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling