+187.8%
APD vs SAN
+267.2%
-79.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +0.3% |
| 7D | -1.6% | +8.7% | -10.3% | -3.9% |
| 30D | +10.6% | -6.5% | +17.1% | +12.5% |
| 3M | +2.5% | -14.2% | +16.7% | +6.6% |
| 6M | +6.0% | +2.7% | +3.2% | +4.2% |
| YTD | +28.4% | +8.9% | +19.6% | +22.7% |
| 1Y | +22.2% | +23.4% | -1.2% | +12.2% |
| 3Y | +26.6% | +257.9% | -231.4% | -18.2% |
| 5Y | +11.8% | +297.8% | -286.0% | -32.5% |
| 10Y | +187.8% | +259.6% | -71.8% | +72.3% |
| All | +187.8% | +267.2% | -79.5% | +72.3% |
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