+183.2%
APD vs SAN
+255.1%
-71.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -0.2% | +10.8% | -11.0% | -3.1% |
| 30D | +11.0% | -5.7% | +16.8% | +12.6% |
| 3M | +1.3% | -13.4% | +14.8% | +5.1% |
| 6M | +6.4% | +3.5% | +2.8% | +4.4% |
| YTD | +28.9% | +9.7% | +19.2% | +22.9% |
| 1Y | +23.2% | +20.9% | +2.4% | +14.0% |
| 3Y | +26.3% | +254.3% | -227.9% | -18.0% |
| 5Y | +12.0% | +304.2% | -292.2% | -32.7% |
| 10Y | +183.2% | +260.2% | -77.1% | +69.4% |
| All | +183.2% | +255.1% | -71.9% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling