+27.9%
APD vs SAN
+381.6%
-353.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.2% | +1.8% | -4.0% | -2.6% |
| 30D | +2.1% | +2.0% | +0.1% | +1.6% |
| 3M | +7.2% | +19.7% | -12.6% | +2.5% |
| 6M | +11.2% | +30.6% | -19.4% | +3.5% |
| YTD | +24.4% | +28.8% | -4.5% | +15.5% |
| 1Y | +6.7% | +57.8% | -51.1% | -6.5% |
| 3Y | +9.2% | +338.1% | -328.9% | -28.6% |
| All | +27.9% | +381.6% | -353.7% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling