-4.1%
SAP vs AS
+8.1%
-12.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.0% |
| 7D | +1.6% | +5.8% | -4.2% | +0.4% |
| 30D | +10.5% | +15.4% | -4.8% | +7.2% |
| 3M | +15.2% | -11.9% | +27.1% | +18.4% |
| 6M | +36.7% | -9.9% | +46.6% | +39.3% |
| YTD | -0.6% | -13.1% | +12.5% | +1.4% |
| All | -4.1% | +8.1% | -12.1% | -1.5% |
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