+61,451.9%
APH vs SAN
+2,297.6%
+59,154.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.5% | -50.3% | -48.7% |
| 7D | -48.7% | +2.6% | -51.3% | -49.6% |
| 30D | -51.9% | +2.0% | -53.9% | -52.6% |
| 3M | -43.6% | +19.7% | -63.3% | -47.4% |
| 6M | -37.5% | +30.6% | -68.2% | -43.7% |
| YTD | -38.6% | +28.8% | -67.5% | -44.5% |
| 1Y | -26.3% | +57.8% | -84.1% | -37.9% |
| 3Y | +89.2% | +338.1% | -248.9% | +10.3% |
| 5Y | +119.8% | +384.2% | -264.4% | +19.8% |
| 10Y | +454.3% | +353.1% | +101.1% | +187.7% |
| All | +61,451.9% | +2,297.6% | +59,154.3% | +19,986.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling