+234.1%
ABT vs SAP
+237.3%
-3.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +6.0% | +6.5% | -0.5% | +4.1% |
| 3M | -1.9% | +12.2% | -14.1% | -5.3% |
| 6M | +31.2% | +46.1% | -14.9% | +16.6% |
| YTD | -11.2% | -1.6% | -9.6% | -12.4% |
| 1Y | -14.0% | -5.1% | -8.8% | -14.1% |
| 3Y | +20.7% | +68.4% | -47.7% | -4.4% |
| 5Y | -6.7% | +79.4% | -86.1% | -29.7% |
| All | +234.1% | +237.3% | -3.2% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling