+141.2%
AAPL vs SAP
+72.8%
+68.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | +5.0% | +1.5% | +3.5% | +4.4% |
| 30D | +3.5% | +8.8% | -5.3% | +0.3% |
| 3M | +13.1% | +12.1% | +1.0% | +7.9% |
| 6M | +19.0% | +34.6% | -15.5% | +4.6% |
| YTD | +28.5% | -2.1% | +30.6% | +27.8% |
| 1Y | +29.7% | -5.5% | +35.2% | +31.2% |
| 3Y | +89.2% | +67.4% | +21.8% | +37.7% |
| 5Y | +141.2% | +74.6% | +66.6% | +56.5% |
| All | +141.2% | +72.8% | +68.4% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling