-55.4%
APP vs SAP
-5.6%
-49.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +8.8% |
| 7D | +4.5% | +1.3% | +3.2% | +3.9% |
| 30D | -3.6% | +15.5% | -19.2% | -9.6% |
| 3M | -35.3% | +22.8% | -58.0% | -41.1% |
| 6M | -42.8% | +42.5% | -85.3% | -51.8% |
| YTD | -59.7% | +0.5% | -60.2% | -60.1% |
| 1Y | -55.4% | -5.9% | -49.4% | -53.5% |
| All | -55.4% | -5.6% | -49.8% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling