+298.1%
APP vs SAN
+294.0%
+4.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.3% | +3.5% |
| 7D | +4.6% | +4.0% | +0.6% | +2.2% |
| 30D | +56.0% | -7.8% | +63.9% | +63.1% |
| 3M | +30.8% | -16.4% | +47.2% | +44.4% |
| 6M | -9.8% | +3.5% | -13.3% | -12.0% |
| YTD | -39.3% | +6.7% | -46.0% | -42.7% |
| 1Y | -26.4% | +14.5% | -40.9% | -33.5% |
| 3Y | +887.9% | +243.5% | +644.4% | +369.0% |
| All | +298.1% | +294.0% | +4.0% | +70.2% |
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 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