+285.2%
APH vs SAN
+294.0%
-8.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +4.9% | +4.0% | +0.9% | +3.5% |
| 30D | -5.4% | -7.8% | +2.4% | -3.0% |
| 3M | -5.5% | -16.4% | +10.9% | +0.3% |
| 6M | +25.9% | +3.5% | +22.4% | +23.6% |
| YTD | +16.4% | +6.7% | +9.7% | +12.5% |
| 1Y | +16.5% | +14.5% | +2.0% | +10.1% |
| 3Y | +270.9% | +243.5% | +27.3% | +141.6% |
| All | +285.2% | +294.0% | -8.8% | +132.6% |
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