+222.9%
SAP vs APO
+903.0%
-680.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +0.3% |
| 7D | +1.6% | +2.3% | -0.7% | +0.8% |
| 30D | +10.5% | +3.0% | +7.5% | +9.3% |
| 3M | +15.2% | -3.7% | +18.9% | +16.0% |
| 6M | +36.7% | -7.5% | +44.2% | +38.8% |
| YTD | -0.6% | -14.5% | +14.0% | +2.5% |
| 1Y | -4.1% | -6.2% | +2.0% | -4.0% |
| 3Y | +73.2% | +51.9% | +21.3% | +43.9% |
| 5Y | +74.1% | +76.5% | -2.4% | +33.1% |
| 10Y | +222.9% | +895.2% | -672.3% | +65.4% |
| All | +222.9% | +903.0% | -680.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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