+314.8%
SAP vs AR
-32.8%
+347.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.7% |
| 7D | +4.0% | -11.7% | +15.7% | +4.9% |
| 30D | +15.7% | +1.8% | +13.9% | +15.5% |
| 3M | +23.4% | +6.0% | +17.4% | +22.7% |
| 6M | +41.3% | -7.0% | +48.3% | +41.7% |
| YTD | +2.0% | +5.6% | -3.6% | +1.0% |
| 1Y | -5.1% | +10.8% | -15.9% | -6.4% |
| 3Y | +82.1% | +19.3% | +62.8% | +77.0% |
| 5Y | +77.2% | +73.3% | +3.8% | +65.5% |
| 10Y | +233.6% | +47.6% | +186.1% | +188.8% |
| All | +314.8% | -32.8% | +347.6% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling