+16.5%
APH vs SAN
+12.6%
+3.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +4.9% | +4.0% | +0.9% | +3.2% |
| 30D | -5.4% | -7.8% | +2.4% | -1.9% |
| 3M | -5.5% | -16.4% | +10.9% | +2.5% |
| 6M | +25.9% | +3.5% | +22.4% | +22.5% |
| YTD | +16.4% | +6.7% | +9.7% | +9.7% |
| 1Y | +16.5% | +14.5% | +2.0% | +5.2% |
| All | +16.5% | +12.6% | +3.9% | +5.2% |
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