+109.0%
AAPL vs SAP
+56.2%
+52.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | -2.7% | -0.3% | -2.5% | -2.7% |
| 30D | +1.0% | +2.6% | -1.6% | -0.2% |
| 3M | +5.0% | +16.3% | -11.3% | -1.7% |
| 6M | +23.0% | +6.4% | +16.7% | +18.5% |
| YTD | +16.6% | -11.4% | +28.1% | +20.5% |
| 1Y | +33.4% | -20.4% | +53.8% | +44.8% |
| 3Y | +79.9% | +56.5% | +23.4% | +34.2% |
| 5Y | +109.0% | +56.8% | +52.2% | +44.6% |
| All | +109.0% | +56.2% | +52.8% | +44.6% |
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 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