+951.3%
APH vs SAN
+267.2%
+684.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +6.1% | +2.1% | +6.0% |
| 7D | +1.1% | +8.7% | -7.6% | -2.1% |
| 30D | -7.5% | -6.5% | -1.0% | -5.5% |
| 3M | -4.4% | -14.2% | +9.7% | +0.6% |
| 6M | +26.5% | +2.7% | +23.7% | +24.4% |
| YTD | +20.0% | +8.9% | +11.2% | +15.1% |
| 1Y | +16.9% | +23.4% | -6.5% | +7.1% |
| 3Y | +288.5% | +257.9% | +30.6% | +138.9% |
| 5Y | +310.3% | +297.8% | +12.5% | +134.4% |
| 10Y | +951.3% | +259.6% | +691.7% | +498.3% |
| All | +951.3% | +267.2% | +684.0% | +498.3% |
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