+116,901.4%
AAPL vs SAP
+2,233.8%
+114,667.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +0.1% | -2.9% | +3.0% | +1.1% |
| 30D | +3.0% | +9.0% | -6.0% | -0.4% |
| 3M | +2.9% | +14.9% | -12.0% | -3.0% |
| 6M | +22.1% | +11.9% | +10.2% | +15.1% |
| YTD | +18.0% | -9.9% | +27.9% | +19.2% |
| 1Y | +33.9% | -19.5% | +53.5% | +40.7% |
| 3Y | +71.2% | +61.8% | +9.4% | +37.4% |
| 5Y | +112.6% | +56.2% | +56.4% | +71.2% |
| 10Y | +1,198.8% | +180.6% | +1,018.2% | +737.9% |
| All | +116,901.4% | +2,233.8% | +114,667.6% | +47,129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling