+56.4%
SAP vs APO
+138.1%
-81.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | +9.0% | +3.5% | +5.5% | +7.8% |
| 3M | +14.9% | +4.5% | +10.4% | +13.0% |
| 6M | +11.9% | +22.8% | -10.9% | +4.5% |
| YTD | -9.9% | -6.5% | -3.4% | -9.2% |
| 1Y | -19.5% | +0.8% | -20.4% | -21.2% |
| 3Y | +61.8% | +62.0% | -0.2% | +29.2% |
| All | +56.4% | +138.1% | -81.7% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling