-26.3%
APH vs SAN
+58.9%
-85.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.5% | -50.3% | -48.8% |
| 7D | -48.7% | +2.6% | -51.3% | -49.7% |
| 30D | -51.9% | +2.0% | -53.9% | -52.7% |
| 3M | -43.6% | +19.7% | -63.3% | -48.9% |
| 6M | -37.5% | +30.6% | -68.2% | -46.5% |
| YTD | -38.6% | +28.8% | -67.5% | -47.4% |
| 1Y | -26.3% | +57.8% | -84.1% | -44.2% |
| All | -26.3% | +58.9% | -85.3% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling