+2,447.7%
ABT vs SAP
+2,475.8%
-28.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +0.3% | +1.6% | -1.3% | +0.1% |
| 30D | +11.6% | +10.5% | +1.1% | +9.9% |
| 3M | +3.1% | +15.2% | -12.0% | +0.8% |
| 6M | +32.8% | +36.7% | -3.9% | +26.0% |
| YTD | -9.6% | -0.6% | -9.0% | -10.4% |
| 1Y | -10.4% | -4.1% | -6.2% | -10.7% |
| 3Y | +25.8% | +73.2% | -47.4% | +13.0% |
| 5Y | -3.4% | +74.1% | -77.6% | -14.1% |
| 10Y | +232.9% | +222.9% | +9.9% | +168.3% |
| All | +2,447.7% | +2,475.8% | -28.1% | +1,354.6% |
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