+395.1%
SAP vs APO
+1,604.8%
-1,209.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.5% | +0.2% | -2.6% | -2.6% |
| 30D | +7.5% | +3.1% | +4.3% | +6.3% |
| 3M | +11.6% | -12.0% | +23.6% | +15.4% |
| 6M | +37.6% | -5.0% | +42.6% | +38.6% |
| YTD | -2.0% | -14.0% | +12.0% | +0.8% |
| 1Y | -6.4% | -5.9% | -0.4% | -6.3% |
| 3Y | +67.7% | +51.6% | +16.1% | +41.4% |
| 5Y | +75.7% | +80.8% | -5.1% | +36.5% |
| 10Y | +229.3% | +839.9% | -610.6% | +56.3% |
| All | +395.1% | +1,604.8% | -1,209.8% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling