+13.0%
APH vs SAP
-4.0%
+17.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.7% | +6.5% | +8.5% |
| 7D | +1.1% | +1.6% | -0.5% | +1.4% |
| 30D | -7.5% | +10.5% | -18.0% | -6.2% |
| 3M | -4.4% | +15.2% | -19.6% | -2.5% |
| 6M | +26.5% | +36.7% | -10.2% | +32.7% |
| YTD | +20.0% | -0.6% | +20.6% | +27.4% |
| All | +13.0% | -4.0% | +17.0% | +23.5% |
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