-11.8%
ABT vs SAP
-5.5%
-6.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -5.4% | -2.5% | -2.9% | -5.0% |
| 30D | +8.0% | +7.5% | +0.5% | +6.7% |
| 3M | +0.2% | +11.6% | -11.4% | -1.6% |
| 6M | +34.1% | +37.6% | -3.5% | +26.6% |
| YTD | -10.6% | -2.0% | -8.7% | -14.8% |
| 1Y | -11.8% | -6.4% | -5.4% | -14.9% |
| All | -11.8% | -5.5% | -6.3% | -14.9% |
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 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