+30.4%
AAPL vs SAP
-5.9%
+36.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | +1.8% | -2.5% | +4.2% | +2.0% |
| 30D | +4.3% | +7.5% | -3.2% | +3.6% |
| 3M | +16.6% | +11.6% | +5.0% | +15.3% |
| 6M | +21.6% | +37.6% | -16.0% | +16.1% |
| YTD | +31.2% | -2.0% | +33.1% | +27.8% |
| All | +30.4% | -5.9% | +36.3% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling