+887.9%
APP vs SAP
+69.7%
+818.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.6% | +3.7% |
| 7D | +4.6% | +0.6% | +3.9% | +4.2% |
| 30D | +56.0% | +6.5% | +49.5% | +49.3% |
| 3M | +30.8% | +12.2% | +18.6% | +20.1% |
| 6M | -9.8% | +46.1% | -55.9% | -33.1% |
| YTD | -39.3% | -1.6% | -37.7% | -39.0% |
| 1Y | -26.4% | -5.1% | -21.3% | -23.5% |
| 3Y | +887.9% | +68.4% | +819.6% | +582.5% |
| All | +887.9% | +69.7% | +818.2% | +582.5% |
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 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