+1,641.0%
APO vs SAN
+147.1%
+1,493.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.1% | -1.5% | +2.0% |
| 7D | +2.3% | +8.7% | -6.4% | -1.2% |
| 30D | +3.0% | -6.5% | +9.5% | +5.8% |
| 3M | -3.7% | -14.2% | +10.5% | +2.5% |
| 6M | -7.5% | +2.7% | -10.2% | -9.0% |
| YTD | -14.5% | +8.9% | -23.4% | -18.7% |
| 1Y | -6.2% | +23.4% | -29.5% | -15.5% |
| 3Y | +51.9% | +257.9% | -206.0% | -14.7% |
| 5Y | +76.5% | +297.8% | -221.3% | -7.4% |
| 10Y | +895.2% | +259.6% | +635.6% | +401.6% |
| All | +1,641.0% | +147.1% | +1,493.9% | +820.4% |
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