+1,254.4%
AAPL vs SAP
+175.6%
+1,078.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.3% |
| 7D | -0.5% | -5.1% | +4.6% | +1.9% |
| 30D | +7.1% | -1.8% | +8.9% | +7.7% |
| 3M | +12.1% | +20.9% | -8.8% | +1.4% |
| 6M | +25.4% | +7.0% | +18.4% | +18.8% |
| YTD | +20.5% | -13.7% | +34.2% | +25.2% |
| 1Y | +44.5% | -19.6% | +64.1% | +55.2% |
| 3Y | +85.8% | +52.4% | +33.3% | +37.2% |
| 5Y | +124.8% | +54.4% | +70.3% | +60.4% |
| All | +1,254.4% | +175.6% | +1,078.7% | +567.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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