+262.1%
APH vs SAP
+75.3%
+186.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.1% | +8.3% | +4.8% |
| 7D | -5.9% | -0.7% | -5.3% | -6.0% |
| 30D | -14.8% | +11.1% | -25.9% | -16.8% |
| 3M | -12.4% | +17.0% | -29.5% | -15.7% |
| 6M | +8.1% | +34.8% | -26.8% | 0.0% |
| YTD | +10.9% | -2.2% | +13.2% | +15.1% |
| 1Y | +8.8% | -6.4% | +15.2% | +15.5% |
| 3Y | +262.1% | +75.1% | +186.9% | +183.4% |
| All | +262.1% | +75.3% | +186.8% | +183.4% |
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