+129,765.2%
AAPL vs SAP
+2,439.3%
+127,325.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.2% | -3.9% | +7.1% | +4.6% |
| 30D | +4.1% | +6.5% | -2.4% | +1.7% |
| 3M | +17.5% | +14.7% | +2.9% | +11.4% |
| 6M | +20.6% | +39.9% | -19.4% | +5.2% |
| YTD | +31.0% | -2.0% | +33.0% | +28.1% |
| 1Y | +30.2% | -6.0% | +36.2% | +29.3% |
| 3Y | +92.9% | +67.7% | +25.2% | +52.8% |
| 5Y | +142.4% | +78.8% | +63.6% | +85.8% |
| 10Y | +1,324.9% | +229.3% | +1,095.7% | +768.0% |
| All | +129,765.2% | +2,439.3% | +127,325.9% | +50,647.6% |
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 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