+5,998.7%
APD vs SAN
+1,664.5%
+4,334.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.8% |
| 7D | -3.7% | +4.9% | -8.6% | -5.1% |
| 30D | +9.6% | -13.0% | +22.6% | +14.1% |
| 3M | +1.6% | -18.9% | +20.5% | +7.9% |
| 6M | +2.2% | -4.1% | +6.3% | +2.6% |
| YTD | +25.9% | +2.6% | +23.3% | +22.2% |
| 1Y | +20.1% | +16.9% | +3.2% | +11.9% |
| 3Y | +12.4% | +239.1% | -226.7% | -26.3% |
| 5Y | +11.1% | +266.8% | -255.7% | -31.2% |
| 10Y | +190.1% | +246.0% | -55.9% | +70.3% |
| All | +5,998.7% | +1,664.5% | +4,334.2% | +1,866.5% |
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