+266.4%
SAP vs AR
-27.2%
+293.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.9% | +2.5% | -5.4% | -3.1% |
| 30D | +9.0% | +14.8% | -5.8% | +7.9% |
| 3M | +14.9% | +6.2% | +8.7% | +14.3% |
| 6M | +11.9% | +4.3% | +7.6% | +11.3% |
| YTD | -9.9% | +14.4% | -24.3% | -11.2% |
| 1Y | -19.5% | +21.3% | -40.9% | -21.1% |
| 3Y | +61.8% | +39.8% | +22.0% | +55.6% |
| 5Y | +56.2% | +142.1% | -85.9% | +42.7% |
| 10Y | +180.6% | +52.0% | +128.6% | +142.7% |
| All | +266.4% | -27.2% | +293.6% | +241.4% |
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