+446.2%
APP vs SAP
+94.6%
+351.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.5% | +29.6% | +29.8% |
| 7D | +39.7% | +4.0% | +35.7% | +35.4% |
| 30D | +27.7% | +15.7% | +12.0% | +12.6% |
| 3M | -14.8% | +23.4% | -38.2% | -29.7% |
| 6M | -25.5% | +41.3% | -66.8% | -47.2% |
| YTD | -47.2% | +2.0% | -49.2% | -49.8% |
| 1Y | -42.3% | -5.1% | -37.2% | -40.8% |
| 3Y | +806.8% | +82.1% | +724.7% | +343.9% |
| 5Y | +261.6% | +77.2% | +184.5% | +61.4% |
| All | +446.2% | +94.6% | +351.6% | +122.3% |
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