+236.6%
SAP vs APA
+8.7%
+227.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.2% |
| 7D | +0.6% | +8.5% | -7.9% | -0.2% |
| 30D | +6.5% | +2.8% | +3.8% | +6.1% |
| 3M | +12.2% | +21.7% | -9.5% | +9.8% |
| 6M | +46.1% | +32.6% | +13.4% | +41.3% |
| YTD | -1.6% | +103.7% | -105.3% | -9.7% |
| 1Y | -5.1% | +101.8% | -106.9% | -12.9% |
| 3Y | +68.4% | +48.1% | +20.3% | +56.2% |
| 5Y | +79.4% | +91.9% | -12.5% | +57.3% |
| All | +236.6% | +8.7% | +227.9% | +168.7% |
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