+122,851.5%
AAPL vs SAN
+2,116.5%
+120,735.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +3.0% | +2.0% | +1.0% | +2.3% |
| 3M | +2.9% | +19.7% | -16.8% | -2.5% |
| 6M | +22.1% | +30.6% | -8.5% | +12.6% |
| YTD | +18.0% | +28.8% | -10.8% | +8.9% |
| 1Y | +33.9% | +57.8% | -23.8% | +16.5% |
| 3Y | +71.2% | +338.1% | -267.0% | +10.3% |
| 5Y | +112.6% | +384.2% | -271.6% | +29.8% |
| 10Y | +1,198.8% | +353.1% | +845.6% | +656.1% |
| All | +122,851.5% | +2,116.5% | +120,735.1% | +44,493.6% |
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