+57.1%
APO vs SAN
+356.8%
-299.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +0.1% | +3.3% | -3.2% | -1.3% |
| 30D | +3.9% | +1.1% | +2.8% | +3.4% |
| 3M | +3.8% | +22.2% | -18.4% | -5.0% |
| 6M | +22.3% | +36.0% | -13.7% | +6.4% |
| YTD | -7.8% | +28.2% | -36.0% | -17.8% |
| 1Y | -0.3% | +54.1% | -54.5% | -18.4% |
| 3Y | +57.1% | +354.2% | -297.1% | -11.7% |
| All | +57.1% | +356.8% | -299.7% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling