+276,532.2%
AMZN vs SAP
+2,008.8%
+274,523.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +8.0% | +1.5% | +6.6% | +7.3% |
| 30D | +3.2% | +8.8% | -5.6% | -0.9% |
| 3M | -2.6% | +12.1% | -14.7% | -8.1% |
| 6M | -0.7% | +34.6% | -35.2% | -15.3% |
| YTD | +17.4% | -2.1% | +19.5% | +13.8% |
| 1Y | +9.0% | -5.5% | +14.6% | +7.6% |
| 3Y | +88.7% | +67.4% | +21.2% | +40.1% |
| 5Y | +55.6% | +74.6% | -19.0% | +13.8% |
| 10Y | +629.7% | +224.0% | +405.7% | +285.2% |
| All | +276,532.2% | +2,008.8% | +274,523.5% | +47,713.5% |
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