+80.7%
SAP vs AR
+99.4%
-18.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.6% | +7.4% | -6.8% | 0.0% |
| 30D | +6.5% | +5.8% | +0.8% | +5.9% |
| 3M | +12.2% | +5.2% | +7.0% | +11.5% |
| 6M | +46.1% | +5.4% | +40.6% | +44.9% |
| YTD | -1.6% | +12.4% | -14.0% | -3.5% |
| 1Y | -5.1% | +12.8% | -17.9% | -7.1% |
| 3Y | +68.4% | +47.2% | +21.2% | +59.0% |
| All | +80.7% | +99.4% | -18.7% | +72.6% |
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