+74.6%
SAP vs AR
+87.1%
-12.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.3% |
| 7D | +1.5% | -5.8% | +7.2% | +2.0% |
| 30D | +8.8% | +4.8% | +4.0% | +8.2% |
| 3M | +12.1% | +1.5% | +10.6% | +11.7% |
| 6M | +34.6% | +4.7% | +29.9% | +33.6% |
| YTD | -2.1% | +9.2% | -11.3% | -3.7% |
| 1Y | -5.5% | +11.2% | -16.7% | -7.4% |
| 3Y | +67.4% | +46.2% | +21.2% | +58.2% |
| 5Y | +74.6% | +98.1% | -23.5% | +66.5% |
| All | +74.6% | +87.1% | -12.6% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling