+85.9%
AMZN vs SAP
+56.7%
+29.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -6.4% | +2.6% | -9.0% | -7.3% |
| 3M | +4.8% | +16.3% | -11.5% | -0.9% |
| 6M | +20.5% | +6.4% | +14.1% | +17.5% |
| YTD | +11.3% | -11.4% | +22.8% | +16.7% |
| 1Y | +9.0% | -20.4% | +29.4% | +20.7% |
| 3Y | +85.9% | +56.5% | +29.4% | +33.0% |
| All | +85.9% | +56.7% | +29.2% | +33.0% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling