-4.1%
SAP vs APA
+89.4%
-93.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +1.6% | -8.7% | +10.4% | +1.1% |
| 30D | +10.5% | -2.4% | +12.9% | +10.5% |
| 3M | +15.2% | +19.0% | -3.8% | +16.8% |
| 6M | +36.7% | +26.8% | +9.9% | +40.1% |
| YTD | -0.6% | +87.3% | -87.9% | +4.0% |
| All | -4.1% | +89.4% | -93.5% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling