+333.0%
APP vs SAN
+381.6%
-48.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.7% |
| 7D | +0.9% | +1.8% | -0.9% | -0.2% |
| 30D | -23.3% | +2.0% | -25.3% | -24.2% |
| 3M | -42.6% | +19.7% | -62.4% | -48.3% |
| 6M | -33.6% | +30.6% | -64.2% | -43.7% |
| YTD | -52.4% | +28.8% | -81.3% | -59.6% |
| 1Y | -35.9% | +57.8% | -93.7% | -51.5% |
| 3Y | +642.2% | +338.1% | +304.1% | +208.9% |
| All | +333.0% | +381.6% | -48.6% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling