-5.9%
SAP vs AS
+3.3%
-9.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +3.1% |
| 7D | +1.3% | +13.8% | -12.5% | -1.4% |
| 30D | +15.5% | +16.7% | -1.1% | +11.7% |
| 3M | +22.8% | -11.5% | +34.3% | +26.2% |
| 6M | +42.5% | -5.5% | +48.0% | +43.9% |
| YTD | +0.5% | -14.2% | +14.7% | +2.9% |
| 1Y | -5.9% | +2.1% | -8.0% | -5.4% |
| All | -5.9% | +3.3% | -9.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling