+355.9%
APH vs SAP
+55.2%
+300.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | +5.0% | -2.9% | +7.9% | +5.9% |
| 30D | -3.9% | +9.0% | -12.9% | -7.0% |
| 3M | +13.0% | +14.9% | -2.0% | +7.0% |
| 6M | +25.2% | +11.9% | +13.3% | +18.9% |
| YTD | +22.9% | -9.9% | +32.8% | +27.2% |
| 1Y | +47.8% | -19.5% | +67.4% | +61.8% |
| 3Y | +283.0% | +61.8% | +221.2% | +187.2% |
| All | +355.9% | +55.2% | +300.7% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling