+848.7%
APA vs SAN
+2,116.5%
-1,267.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +0.5% | +1.8% | -1.2% | -0.2% |
| 30D | +23.4% | +2.0% | +21.4% | +22.3% |
| 3M | +12.7% | +19.7% | -7.0% | +3.9% |
| 6M | +39.4% | +30.6% | +8.8% | +21.3% |
| YTD | +79.0% | +28.8% | +50.1% | +54.9% |
| 1Y | +88.8% | +57.8% | +31.1% | +49.9% |
| 3Y | +6.4% | +338.1% | -331.8% | -45.4% |
| 5Y | +153.0% | +384.2% | -231.2% | +22.2% |
| 10Y | +7.5% | +353.1% | -345.6% | -44.4% |
| All | +848.7% | +2,116.5% | -1,267.7% | +227.0% |
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