+177.0%
SAP vs APA
-3.2%
+180.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | +9.0% | +23.4% | -14.4% | +6.7% |
| 3M | +14.9% | +12.7% | +2.3% | +13.3% |
| 6M | +11.9% | +39.4% | -27.5% | +7.4% |
| YTD | -9.9% | +79.0% | -88.9% | -16.1% |
| 1Y | -19.5% | +88.8% | -108.4% | -25.7% |
| 3Y | +61.8% | +6.4% | +55.4% | +55.8% |
| 5Y | +56.2% | +153.0% | -96.8% | +32.3% |
| All | +177.0% | -3.2% | +180.1% | +123.2% |
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