+446.2%
APP vs SAN
+318.4%
+127.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.5% | +31.5% | +31.3% |
| 7D | +39.7% | +3.5% | +36.2% | +37.4% |
| 30D | +27.7% | -13.2% | +40.9% | +37.6% |
| 3M | -14.8% | -16.9% | +2.2% | -6.1% |
| 6M | -25.5% | +2.3% | -27.9% | -26.8% |
| YTD | -47.2% | +4.9% | -52.1% | -49.3% |
| 1Y | -42.3% | +20.4% | -62.7% | -48.7% |
| 3Y | +806.8% | +243.2% | +563.6% | +367.5% |
| 5Y | +261.6% | +275.3% | -13.6% | +60.8% |
| All | +446.2% | +318.4% | +127.8% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling