+883.4%
APH vs SAN
+236.7%
+646.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.4% | +4.9% |
| 7D | -5.9% | +4.9% | -10.9% | -7.8% |
| 30D | -14.8% | -13.0% | -1.8% | -10.8% |
| 3M | -12.4% | -18.9% | +6.4% | -6.0% |
| 6M | +8.1% | -4.1% | +12.2% | +8.9% |
| YTD | +10.9% | +2.6% | +8.4% | +8.6% |
| 1Y | +8.8% | +16.9% | -8.2% | +1.6% |
| 3Y | +262.1% | +239.1% | +23.0% | +126.8% |
| 5Y | +283.1% | +266.8% | +16.3% | +125.3% |
| All | +883.4% | +236.7% | +646.7% | +473.2% |
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 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