+2,432.7%
SAP vs AA
+77.7%
+2,355.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.1% | -4.9% |
| 7D | -0.7% | +0.9% | -1.6% | -1.0% |
| 30D | +11.1% | -6.7% | +17.8% | +12.8% |
| 3M | +17.0% | -16.3% | +33.4% | +21.7% |
| 6M | +34.8% | -37.1% | +72.0% | +48.5% |
| YTD | -2.2% | -25.0% | +22.8% | +0.9% |
| 1Y | -6.4% | +8.6% | -15.0% | -13.0% |
| 3Y | +75.1% | +57.2% | +17.9% | +37.0% |
| 5Y | +69.8% | -13.0% | +82.8% | +42.0% |
| 10Y | +219.8% | +65.5% | +154.3% | +72.3% |
| All | +2,432.7% | +77.7% | +2,355.0% | +777.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling