+803.2%
APP vs SAP
+69.5%
+733.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.5% |
| 7D | +61.1% | +1.5% | +59.6% | +59.6% |
| 30D | +42.8% | +8.8% | +33.9% | +34.6% |
| 3M | +16.7% | +12.1% | +4.6% | +7.3% |
| 6M | -15.6% | +34.6% | -50.2% | -33.2% |
| YTD | -41.3% | -2.1% | -39.2% | -40.8% |
| 1Y | -39.3% | -5.5% | -33.7% | -36.7% |
| 3Y | +803.2% | +67.4% | +735.8% | +509.6% |
| All | +803.2% | +69.5% | +733.7% | +509.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling