+354.9%
SAP vs APO
+1,753.5%
-1,398.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| YTD | -9.9% | -6.5% | -3.4% | -9.3% |
| 1Y | -19.5% | +0.8% | -20.4% | -21.1% |
| 3Y | +61.8% | +62.0% | -0.2% | +33.9% |
| 5Y | +56.2% | +138.2% | -82.1% | +12.3% |
| 10Y | +180.6% | +940.3% | -759.7% | +29.7% |
| All | +354.9% | +1,753.5% | -1,398.6% | +66.0% |
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