-26.3%
APH vs SAP
-19.8%
-6.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.6% | -45.2% | -47.8% |
| 7D | -48.7% | -2.7% | -46.0% | -48.7% |
| 30D | -51.9% | +9.0% | -60.9% | -51.6% |
| 3M | -43.6% | +14.9% | -58.5% | -41.6% |
| 6M | -37.5% | +11.9% | -49.4% | -35.1% |
| YTD | -38.6% | -9.9% | -28.7% | -35.3% |
| 1Y | -26.3% | -19.5% | -6.8% | -20.1% |
| All | -26.3% | -19.8% | -6.5% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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