+16.4%
APH vs SAP
-5.6%
+22.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.2% | -10.4% | -5.5% |
| 7D | -2.4% | +1.3% | -3.7% | -2.1% |
| 30D | -9.5% | +15.5% | -25.0% | -7.7% |
| 3M | -7.6% | +22.8% | -30.4% | -5.3% |
| 6M | +12.4% | +42.5% | -30.1% | +17.8% |
| YTD | +17.5% | +0.5% | +17.0% | +25.2% |
| 1Y | +16.4% | -5.9% | +22.3% | +30.7% |
| All | +16.4% | -5.6% | +22.0% | +30.7% |
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