+1,361.6%
AAPL vs SAP
+236.1%
+1,125.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.2% | -3.9% | +7.1% | +5.0% |
| 30D | +4.1% | +6.5% | -2.4% | +1.0% |
| 3M | +17.5% | +14.7% | +2.9% | +9.8% |
| 6M | +20.6% | +39.9% | -19.4% | +0.9% |
| YTD | +31.0% | -2.0% | +33.0% | +28.1% |
| 1Y | +30.2% | -6.0% | +36.2% | +30.2% |
| 3Y | +92.9% | +67.7% | +25.2% | +36.6% |
| 5Y | +142.4% | +78.8% | +63.6% | +61.3% |
| All | +1,361.6% | +236.1% | +1,125.5% | +563.6% |
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