+273,029.3%
AMZN vs SAP
+2,011.7%
+271,017.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | -3.9% | +6.7% | +4.6% |
| 30D | +3.4% | +6.5% | -3.1% | +0.3% |
| 3M | +0.1% | +14.7% | -14.6% | -6.6% |
| 6M | +0.6% | +39.9% | -39.3% | -15.8% |
| YTD | +15.9% | -2.0% | +17.8% | +12.3% |
| 1Y | +9.5% | -6.0% | +15.5% | +8.3% |
| 3Y | +86.3% | +67.7% | +18.6% | +38.3% |
| 5Y | +51.7% | +78.8% | -27.1% | +9.8% |
| 10Y | +623.8% | +229.3% | +394.5% | +279.3% |
| All | +273,029.3% | +2,011.7% | +271,017.6% | +47,078.0% |
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 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