+44,801.0%
APH vs SAP
+2,542.1%
+42,259.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.8% | -9.8% |
| 7D | -12.7% | +4.0% | -16.8% | -14.0% |
| 30D | -19.2% | +15.7% | -34.9% | -23.3% |
| 3M | -16.7% | +23.4% | -40.1% | -23.0% |
| 6M | +5.1% | +41.3% | -36.1% | -8.6% |
| YTD | +6.6% | +2.0% | +4.6% | +1.8% |
| 1Y | +3.9% | -5.1% | +9.0% | +1.8% |
| 3Y | +246.0% | +82.1% | +163.9% | +170.2% |
| 5Y | +268.0% | +77.2% | +190.8% | +187.1% |
| 10Y | +868.2% | +233.6% | +634.6% | +503.9% |
| All | +44,801.0% | +2,542.1% | +42,259.0% | +16,601.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling