+2,233.8%
SAP vs APA
+438.8%
+1,794.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | +9.0% | +23.4% | -14.4% | +5.1% |
| 3M | +14.9% | +12.7% | +2.3% | +12.1% |
| 6M | +11.9% | +39.4% | -27.5% | +4.3% |
| YTD | -9.9% | +79.0% | -88.9% | -20.0% |
| 1Y | -19.5% | +88.8% | -108.4% | -29.7% |
| 3Y | +61.8% | +6.4% | +55.4% | +51.4% |
| 5Y | +56.2% | +153.0% | -96.8% | +18.0% |
| 10Y | +180.6% | +7.5% | +173.1% | +103.1% |
| All | +2,233.8% | +438.8% | +1,794.9% | +1,215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling