+45.8%
AMZN vs SAP
+56.2%
-10.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -6.4% | +2.6% | -9.0% | -7.8% |
| 3M | +4.8% | +16.3% | -11.5% | -4.1% |
| 6M | +20.5% | +6.4% | +14.1% | +14.7% |
| YTD | +11.3% | -11.4% | +22.8% | +16.6% |
| 1Y | +9.0% | -20.4% | +29.4% | +22.3% |
| 3Y | +85.9% | +56.5% | +29.4% | +19.8% |
| 5Y | +45.8% | +56.8% | -11.0% | -15.8% |
| All | +45.8% | +56.2% | -10.4% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling