+1,804.4%
APO vs SAN
+192.4%
+1,612.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.0% | +1.8% | -2.8% | -1.8% |
| 30D | +3.5% | +2.0% | +1.5% | +2.6% |
| 3M | +4.5% | +19.7% | -15.2% | -3.4% |
| 6M | +22.8% | +30.6% | -7.9% | +8.6% |
| YTD | -6.5% | +28.8% | -35.3% | -17.0% |
| 1Y | +0.8% | +57.8% | -56.9% | -18.2% |
| 3Y | +62.0% | +338.1% | -276.2% | -16.5% |
| 5Y | +138.2% | +384.2% | -246.0% | +15.2% |
| 10Y | +940.3% | +353.1% | +587.1% | +378.0% |
| All | +1,804.4% | +192.4% | +1,612.0% | +839.3% |
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 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