+235.4%
SAP vs APO
+821.0%
-585.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -3.9% | +3.5% | -7.4% | -4.9% |
| 30D | +6.5% | +4.4% | +2.2% | +4.9% |
| 3M | +14.7% | -12.1% | +26.7% | +18.7% |
| 6M | +39.9% | -7.2% | +47.2% | +42.0% |
| YTD | -2.0% | -15.1% | +13.1% | +1.3% |
| 1Y | -6.0% | -7.7% | +1.6% | -5.5% |
| 3Y | +67.7% | +49.6% | +18.1% | +39.8% |
| 5Y | +78.8% | +78.3% | +0.5% | +36.0% |
| All | +235.4% | +821.0% | -585.6% | +64.8% |
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