+247.7%
APH vs SAP
+82.9%
+164.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.8% | -9.6% |
| 7D | -12.7% | +4.0% | -16.8% | -13.4% |
| 30D | -19.2% | +15.7% | -34.9% | -21.5% |
| 3M | -16.7% | +23.4% | -40.1% | -20.5% |
| 6M | +5.1% | +41.3% | -36.1% | -3.5% |
| YTD | +6.6% | +2.0% | +4.6% | +9.8% |
| 1Y | +3.9% | -5.1% | +9.0% | +11.2% |
| All | +247.7% | +82.9% | +164.9% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling