+893.2%
APA vs SAN
+1,772.7%
-879.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -2.5% |
| 7D | -8.7% | +8.7% | -17.5% | -12.0% |
| 30D | -2.4% | -6.5% | +4.1% | -0.6% |
| 3M | +19.0% | -14.2% | +33.2% | +24.7% |
| 6M | +26.8% | +2.7% | +24.1% | +22.2% |
| YTD | +87.3% | +8.9% | +78.5% | +71.2% |
| 1Y | +92.3% | +23.4% | +68.9% | +66.6% |
| 3Y | +37.3% | +257.9% | -220.7% | -24.3% |
| 5Y | +73.2% | +297.8% | -224.6% | -10.9% |
| 10Y | -0.9% | +259.6% | -260.5% | -44.8% |
| All | +893.2% | +1,772.7% | -879.5% | +261.4% |
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