+892.4%
APP vs SAN
+235.5%
+656.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.2% | +12.1% | +11.1% |
| 7D | +71.2% | +4.9% | +66.3% | +66.6% |
| 30D | +39.1% | -13.0% | +52.1% | +49.4% |
| 3M | +16.5% | -18.9% | +35.4% | +29.7% |
| 6M | -16.6% | -4.1% | -12.4% | -15.0% |
| YTD | -41.9% | +2.6% | -44.5% | -43.6% |
| 1Y | -37.0% | +16.9% | -54.0% | -43.2% |
| 3Y | +892.4% | +239.1% | +653.4% | +459.5% |
| All | +892.4% | +235.5% | +656.9% | +459.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling