+136,369.6%
AAPL vs SAN
+1,723.1%
+134,646.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.6% |
| 7D | +3.2% | +1.0% | +2.2% | +2.9% |
| 30D | +4.1% | -9.4% | +13.4% | +6.8% |
| 3M | +17.5% | -17.1% | +34.6% | +23.3% |
| 6M | +20.6% | +2.2% | +18.4% | +19.0% |
| YTD | +31.0% | +6.0% | +25.0% | +27.2% |
| 1Y | +30.2% | +12.7% | +17.5% | +24.2% |
| 3Y | +92.9% | +242.1% | -149.3% | +32.9% |
| 5Y | +142.4% | +293.6% | -151.2% | +56.6% |
| 10Y | +1,324.9% | +266.1% | +1,058.9% | +780.2% |
| All | +136,369.6% | +1,723.1% | +134,646.5% | +51,992.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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