+1,059.7%
APH vs SAP
+178.8%
+880.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | +5.0% | -2.9% | +7.9% | +6.1% |
| 30D | -3.9% | +9.0% | -12.9% | -7.7% |
| 3M | +13.0% | +14.9% | -2.0% | +4.9% |
| 6M | +25.2% | +11.9% | +13.3% | +16.4% |
| YTD | +22.9% | -9.9% | +32.8% | +24.9% |
| 1Y | +47.8% | -19.5% | +67.4% | +58.6% |
| 3Y | +283.0% | +61.8% | +221.2% | +183.8% |
| 5Y | +349.7% | +56.2% | +293.5% | +229.8% |
| All | +1,059.7% | +178.8% | +880.9% | +515.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling