+114,578.9%
APH vs SAN
+1,852.6%
+112,726.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.2% |
| 7D | -12.7% | +3.5% | -16.2% | -13.9% |
| 30D | -19.2% | -13.2% | -5.9% | -15.5% |
| 3M | -16.7% | -16.9% | +0.3% | -11.6% |
| 6M | +5.1% | +2.3% | +2.8% | +3.5% |
| YTD | +6.6% | +4.9% | +1.6% | +3.7% |
| 1Y | +3.9% | +20.4% | -16.5% | -3.6% |
| 3Y | +246.0% | +243.2% | +2.8% | +120.3% |
| 5Y | +268.0% | +275.3% | -7.3% | +120.2% |
| 10Y | +868.2% | +254.0% | +614.2% | +449.7% |
| All | +114,578.9% | +1,852.6% | +112,726.2% | +40,177.2% |
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 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