+310.3%
APH vs SAN
+294.6%
+15.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +6.1% | +2.1% | +6.1% |
| 7D | +1.1% | +8.7% | -7.6% | -2.0% |
| 30D | -7.5% | -6.5% | -1.0% | -5.5% |
| 3M | -4.4% | -14.2% | +9.7% | +0.5% |
| 6M | +26.5% | +2.7% | +23.7% | +24.5% |
| YTD | +20.0% | +8.9% | +11.2% | +15.3% |
| 1Y | +16.9% | +23.4% | -6.5% | +7.8% |
| 3Y | +288.5% | +257.9% | +30.6% | +149.9% |
| 5Y | +310.3% | +297.8% | +12.5% | +152.7% |
| All | +310.3% | +294.6% | +15.7% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling