+76.5%
APO vs SAN
+294.6%
-218.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.1% | -1.5% | +1.7% |
| 7D | +2.3% | +8.7% | -6.4% | -1.7% |
| 30D | +3.0% | -6.5% | +9.5% | +6.2% |
| 3M | -3.7% | -14.2% | +10.5% | +3.3% |
| 6M | -7.5% | +2.7% | -10.2% | -9.4% |
| YTD | -14.5% | +8.9% | -23.4% | -19.4% |
| 1Y | -6.2% | +23.4% | -29.5% | -17.1% |
| 3Y | +51.9% | +257.9% | -206.0% | -23.7% |
| 5Y | +76.5% | +297.8% | -221.3% | -19.3% |
| All | +76.5% | +294.6% | -218.1% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling