+214.8%
SAP vs APA
0.0%
+214.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.8% | -4.4% |
| 7D | -0.7% | -15.5% | +14.8% | +0.9% |
| 30D | +11.1% | +2.4% | +8.7% | +10.7% |
| 3M | +17.0% | +22.8% | -5.8% | +14.4% |
| 6M | +34.8% | +17.9% | +16.9% | +32.0% |
| YTD | -2.2% | +87.7% | -89.9% | -9.5% |
| 1Y | -6.4% | +94.2% | -100.6% | -13.8% |
| 3Y | +75.1% | +27.2% | +47.9% | +65.2% |
| 5Y | +69.8% | +74.1% | -4.3% | +50.3% |
| All | +214.8% | 0.0% | +214.8% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling