+62.4%
SAP vs AA
+67.9%
-5.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -2.9% | -0.7% | -2.2% | -2.9% |
| 30D | +9.0% | +5.0% | +4.0% | +8.5% |
| 3M | +14.9% | -35.8% | +50.8% | +19.8% |
| 6M | +11.9% | -18.4% | +30.3% | +13.2% |
| YTD | -9.9% | -5.5% | -4.4% | -10.9% |
| 1Y | -19.5% | +61.0% | -80.5% | -26.0% |
| All | +62.4% | +67.9% | -5.5% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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