+16.5%
APH vs SAP
-5.7%
+22.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +4.9% | +0.6% | +4.3% | +5.0% |
| 30D | -5.4% | +6.5% | -11.9% | -4.5% |
| 3M | -5.5% | +12.2% | -17.7% | -3.9% |
| 6M | +25.9% | +46.1% | -20.2% | +31.3% |
| YTD | +16.4% | -1.6% | +18.0% | +23.4% |
| 1Y | +16.5% | -5.1% | +21.6% | +27.5% |
| All | +16.5% | -5.7% | +22.2% | +27.5% |
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