+73.2%
SAP vs AR
+35.2%
+38.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | +1.6% | -10.5% | +12.2% | +2.6% |
| 30D | +10.5% | +1.3% | +9.3% | +10.2% |
| 3M | +15.2% | +4.8% | +10.4% | +14.3% |
| 6M | +36.7% | +1.2% | +35.5% | +36.0% |
| YTD | -0.6% | +5.5% | -6.1% | -2.2% |
| 1Y | -4.1% | +8.1% | -12.2% | -6.1% |
| 3Y | +73.2% | +38.8% | +34.4% | +66.9% |
| All | +73.2% | +35.2% | +38.1% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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