+70.8%
SAP vs AR
+71.8%
-1.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.1% |
| 7D | -0.7% | -14.3% | +13.6% | +0.7% |
| 30D | +11.1% | +1.4% | +9.7% | +10.8% |
| 3M | +17.0% | +3.4% | +13.7% | +16.4% |
| 6M | +34.8% | -2.1% | +36.9% | +34.7% |
| YTD | -2.2% | +4.7% | -6.9% | -3.5% |
| 1Y | -6.4% | +10.6% | -17.0% | -8.3% |
| 3Y | +75.1% | +24.6% | +50.6% | +67.8% |
| All | +70.8% | +71.8% | -1.0% | +64.1% |
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