+528.8%
APP vs SAN
+334.1%
+194.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.1% | -1.3% | +1.5% |
| 7D | +79.2% | +8.7% | +70.4% | +71.2% |
| 30D | +48.0% | -6.5% | +54.5% | +53.1% |
| 3M | +18.2% | -14.2% | +32.4% | +27.8% |
| 6M | -12.5% | +2.7% | -15.2% | -14.1% |
| YTD | -39.2% | +8.9% | -48.0% | -42.9% |
| 1Y | -33.9% | +23.4% | -57.2% | -42.0% |
| 3Y | +933.3% | +257.9% | +675.3% | +420.5% |
| 5Y | +295.9% | +297.8% | -1.9% | +72.2% |
| All | +528.8% | +334.1% | +194.8% | +180.2% |
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