+9.0%
AMZN vs SAP
-5.5%
+14.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | +8.0% | +1.5% | +6.6% | +7.8% |
| 30D | +3.2% | +8.8% | -5.6% | +2.1% |
| 3M | -2.6% | +12.1% | -14.7% | -4.1% |
| 6M | -0.7% | +34.6% | -35.2% | -4.8% |
| YTD | +17.4% | -2.1% | +19.5% | +18.6% |
| 1Y | +9.0% | -5.5% | +14.6% | +12.9% |
| All | +9.0% | -5.5% | +14.5% | +12.9% |
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