+87.0%
AMZN vs SAP
+59.4%
+27.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -3.0% | -2.9% | -0.1% | -2.0% |
| 30D | -5.2% | +9.0% | -14.2% | -8.1% |
| 3M | +1.9% | +14.9% | -13.1% | -3.3% |
| 6M | +19.2% | +11.9% | +7.3% | +13.9% |
| YTD | +12.0% | -9.9% | +21.9% | +16.8% |
| 1Y | +9.7% | -19.5% | +29.2% | +21.2% |
| All | +87.0% | +59.4% | +27.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling