+653.5%
APP vs SAP
+62.3%
+591.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.8% |
| 7D | +0.9% | -2.9% | +3.8% | +2.7% |
| 30D | -23.3% | +9.0% | -32.3% | -28.2% |
| 3M | -42.6% | +14.9% | -57.6% | -48.6% |
| 6M | -33.6% | +11.9% | -45.5% | -39.6% |
| YTD | -52.4% | -9.9% | -42.5% | -49.3% |
| 1Y | -35.9% | -19.5% | -16.3% | -25.1% |
| All | +653.5% | +62.3% | +591.3% | +450.4% |
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