+35.1%
AAPL vs SAP
-21.2%
+56.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +2.3% | +0.3% | +2.0% | +2.2% |
| 3M | +8.6% | +16.9% | -8.3% | +5.4% |
| 6M | +21.6% | +6.3% | +15.2% | +18.9% |
| YTD | +16.3% | -12.4% | +28.7% | +16.1% |
| 1Y | +35.1% | -21.6% | +56.7% | +38.4% |
| All | +35.1% | -21.2% | +56.3% | +38.4% |
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