+263,909.3%
AMZN vs SAP
+1,840.7%
+262,068.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | -3.0% | -2.9% | -0.1% | -1.7% |
| 30D | -5.2% | +9.0% | -14.2% | -9.1% |
| 3M | +1.9% | +14.9% | -13.1% | -5.6% |
| 6M | +19.2% | +11.9% | +7.3% | +10.5% |
| YTD | +12.0% | -9.9% | +21.9% | +13.3% |
| 1Y | +9.7% | -19.5% | +29.2% | +16.9% |
| 3Y | +87.2% | +61.8% | +25.4% | +41.8% |
| 5Y | +48.7% | +56.2% | -7.5% | +14.6% |
| 10Y | +569.3% | +180.6% | +388.7% | +278.4% |
| All | +263,909.3% | +1,840.7% | +262,068.6% | +47,485.1% |
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