+40.1%
ABNB vs SAP
-19.9%
+60.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.5% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -2.0% | +2.6% | -4.6% | -2.9% |
| 3M | +29.8% | +16.3% | +13.6% | +22.8% |
| 6M | +31.0% | +6.4% | +24.6% | +26.6% |
| YTD | +28.6% | -11.4% | +40.0% | +30.2% |
| 1Y | +40.1% | -20.4% | +60.5% | +47.2% |
| All | +40.1% | -19.9% | +60.0% | +47.2% |
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 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