+222.9%
SAP vs APA
+0.9%
+222.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +1.6% | -8.7% | +10.4% | +2.5% |
| 30D | +10.5% | -2.4% | +12.9% | +10.6% |
| 3M | +15.2% | +19.0% | -3.8% | +12.9% |
| 6M | +36.7% | +26.8% | +9.9% | +32.8% |
| YTD | -0.6% | +87.3% | -87.9% | -8.0% |
| 1Y | -4.1% | +92.3% | -96.4% | -11.6% |
| 3Y | +73.2% | +37.3% | +36.0% | +62.0% |
| 5Y | +74.1% | +73.2% | +0.9% | +54.2% |
| 10Y | +222.9% | -0.9% | +223.8% | +158.7% |
| All | +222.9% | +0.9% | +222.1% | +158.7% |
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