+80.7%
SAP vs APO
+81.1%
-0.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | -0.2% |
| 7D | +0.6% | +5.8% | -5.1% | -1.0% |
| 30D | +6.5% | +8.9% | -2.4% | +3.7% |
| 3M | +12.2% | -13.6% | +25.9% | +16.8% |
| 6M | +46.1% | -5.4% | +51.4% | +47.3% |
| YTD | -1.6% | -13.6% | +12.0% | +1.2% |
| 1Y | -5.1% | -2.5% | -2.6% | -6.1% |
| 3Y | +68.4% | +50.9% | +17.5% | +36.1% |
| All | +80.7% | +81.1% | -0.4% | +30.8% |
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 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