-35.9%
APP vs SAN
+58.9%
-94.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | +0.9% | +1.8% | -0.9% | 0.0% |
| 30D | -23.3% | +2.0% | -25.3% | -24.1% |
| 3M | -42.6% | +19.7% | -62.4% | -47.4% |
| 6M | -33.6% | +30.6% | -64.2% | -42.4% |
| YTD | -52.4% | +28.8% | -81.3% | -58.7% |
| 1Y | -35.9% | +57.8% | -93.7% | -54.1% |
| All | -35.9% | +58.9% | -94.8% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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