+506.6%
APP vs SAN
+337.6%
+169.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -4.0% |
| 7D | +61.1% | +10.8% | +50.3% | +52.5% |
| 30D | +42.8% | -5.7% | +48.5% | +47.0% |
| 3M | +16.7% | -13.4% | +30.1% | +25.5% |
| 6M | -15.6% | +3.5% | -19.1% | -17.5% |
| YTD | -41.3% | +9.7% | -51.0% | -45.1% |
| 1Y | -39.3% | +20.9% | -60.1% | -46.2% |
| 3Y | +803.2% | +254.3% | +548.9% | +357.0% |
| 5Y | +313.2% | +304.2% | +8.9% | +78.9% |
| All | +506.6% | +337.6% | +169.1% | +169.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling