+235.4%
SAP vs APA
+7.0%
+228.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | -3.9% | +9.6% | -13.5% | -4.8% |
| 30D | +6.5% | -0.2% | +6.7% | +6.4% |
| 3M | +14.7% | +19.8% | -5.2% | +12.3% |
| 6M | +39.9% | +30.1% | +9.9% | +35.6% |
| YTD | -2.0% | +100.4% | -102.4% | -9.9% |
| 1Y | -6.0% | +105.2% | -111.2% | -13.9% |
| 3Y | +67.7% | +44.6% | +23.1% | +56.0% |
| 5Y | +78.8% | +88.8% | -10.0% | +56.9% |
| All | +235.4% | +7.0% | +228.4% | +168.2% |
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