+1,055.9%
APH vs SAN
+347.3%
+708.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +5.0% | +1.8% | +3.2% | +4.2% |
| 30D | -3.9% | +2.0% | -5.9% | -4.6% |
| 3M | +13.0% | +19.7% | -6.8% | +5.6% |
| 6M | +25.2% | +30.6% | -5.5% | +12.9% |
| YTD | +22.9% | +28.8% | -5.9% | +11.3% |
| 1Y | +47.8% | +57.8% | -9.9% | +24.6% |
| 3Y | +283.0% | +338.1% | -55.1% | +119.7% |
| 5Y | +349.7% | +384.2% | -34.6% | +139.7% |
| All | +1,055.9% | +347.3% | +708.6% | +487.4% |
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